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At least 415 records · Page 23

A stochastic biomass blending problem in decentralized supply chains

Blending biomass materials of different physical or chemical properties provides an opportunity to adjust the quality of the feedstock to meet the specifications of the conversion platform. We propose a model which identifies the right mix of biomass to optimize the performance of the thermochemical conversion process at the mini-mum cost. This is a chance-constraint programming (CCP) model which takes into account the stochastic nature of biomass quality. The proposed CCP model ensures that process requirements, which are impacted by physical and chemical properties of biomass, are met most of the time. We consider two problem settings, a centralized and a decentralized supply chain. We propose a mixed-integer linear program to model the blending problem in the centralized setting and a bilevel program to model the blending problem in the decentralized setting. We use the sample average approximation method to approximate the chance constraints, and propose solution algorithms to solve this approximation. We develop a case study for South Carolina using data provided by the Billion Ton Study. Based on our results, the blends identified consist mainly of pine and softwood residues. The blends identified and the suppliers selected by both models are different. The cost of the centralized supply chain is 2%–6% lower. The implications of these results are twofold. First, these results could lead to improved collaborations in the supply chain. Second, these results provide an estimate of the approximation error from assuming centralized decision making in the supply chain.

09 BIOMASS FUELS↗

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗

Probabilistic Neural Computing with Stochastic Devices

Abstract The brain has effectively proven a powerful inspiration for the development of computing architectures in which processing is tightly integrated with memory, communication is event‐driven, and analog computation can be performed at scale. These neuromorphic systems increasingly show an ability to improve the efficiency and speed of scientific computing and artificial intelligence applications. Herein, it is proposed that the brain's ubiquitous stochasticity represents an additional source of inspiration for expanding the reach of neuromorphic computing to probabilistic applications. To date, many efforts exploring probabilistic computing have focused primarily on one scale of the microelectronics stack, such as implementing probabilistic algorithms on deterministic hardware or developing probabilistic devices and circuits with the expectation that they will be leveraged by eventual probabilistic architectures. A co‐design vision is described by which large numbers of devices, such as magnetic tunnel junctions and tunnel diodes, can be operated in a stochastic regime and incorporated into a scalable neuromorphic architecture that can impact a number of probabilistic computing applications, such as Monte Carlo simulations and Bayesian neural networks. Finally, a framework is presented to categorize increasingly advanced hardware‐based probabilistic computing technologies.

Misra, Shashank↗

On the formation of swelling and related flaws in laser powder bed fusion

Process monitoring in laser powder bed fusion additive manufacturing can provide insights into stochastic anomalies, melt pool and plume dynamics, and part quality. Swelling, a build anomaly where overbuilt material protrudes through the powder layer after recoating, is readily detectable in post-recoat visible light images of the powder bed. Here, this work identifies several of the underlying mechanisms driving swelling formation by analyzing the influence of processing parameters, laser scan paths, and build plate locations on the presence of swelling detected in situ. Swelling near the edge of the part and swelling in the internal region of the part are shown to correlate with different process conditions. Edge and internal swelling may be driven by different phenomena, with edge swelling predominately occurring on the edge of a part facing the laser module and correlated to clusters of near-surface voids (detected with X-ray computed tomography). A larger spot size, higher laser power, and lower scan velocity also increased the presence of edge swelling. Laser spot size and scan path influenced internal swelling, which occurred preferentially with a larger spot size and in regions with large melt pools, caused by localized heat accumulation due to non-optimal processing parameters or scan path strategies. For coupons processed with a slicer-defined maximum scan vector length, swelling seldom occurred at internal vector-stripe boundaries. These results provide a mechanistic understanding of how swelling can be linked to material flaws, insight into how some instances of swelling can be avoided, and evidence supporting the use of swelling as an in situ indicator for quality assurance and part qualification.

Anomaly↗

State Estimation for Distribution Networks with Asynchronous Sensors Using Stochastic Descent: Preprint

This paper investigates the problem of state estimation for distribution networks with asynchronous sensors comprising of a mix of smart meters and phasor measurement units (PMUs) with multiple sampling and reporting rates. We consider two independent scenarios of state estimation and tracking, with either voltages or currents as states. With these two sets, we investigate estimation under (a) full data, assuming all measurements are available and (b) limited data, where an online algorithmic approach is adopted to estimate the possibly time-varying states by processing measurements as and when available. The proposed algorithm, inspired by the classical Stochastic Gradient Descent (SGD) approach updates the states based on the previous estimate and the newly available measurements. Finally, we demonstrate the estimation and tracking efficacy through numerical simulations on the IEEE-37 test network, while also highlighting how estimation with currents as states leads to faster convergence.

asynchronous sensors↗

Dynamic microbial assembly processes correspond to soil fertility in sustainable paddy agroecosystems

1. Microorganisms underpin the sustainability of agroecosystems, but we have a poor understanding of how the assembly processes that govern microbial community structure interact through time to maintain soil fertility. 2. Ancient rice paddies have a history of cultivation spanning hundreds or thousands of years and provide an ideal opportunity to explore relationships between community assembly processes and long-term agroecosystem sustainability. We used statistical null models to evaluate temporal patterns of bacterial community assembly processes across rice cultivation years and their associations with increases in soil fertility in paddy agroecosystems. 3. We found that stochasticity was a persistent force structuring paddy soil microbial communities, putatively due to frequent flooding that facilities dispersal. However, determinism gradually increased over centuries of agriculture and corresponded to increases in soil fertility. Accordingly, multifunctionality, calculated using enzymes catalyzing key soil functions in carbon, nitrogen, phosphorous and sulfur cycling significantly increased along rice cultivation years. We therefore propose that balanced assembly processes preserve a diverse array of traits that can dominate under various circumstances (stochasticity) while allowing for traits relevant to soil fertility to be selected for by soil fertility (determinism), thus supporting multifunctionality that underlies sustainable agroecosystems. 4. In total, our results highlight that knowledge on temporal microbial assembly processes, community composition, and ecological function in context of soil fertility is key to understanding ecological mechanisms maintaining agroecosystems sustainability.

Liu, Wenjing↗

Guiding the Design of Heterogeneous Electrode Microstructures for Li-Ion Batteries: Microscopic Imaging, Predictive Modeling, and Machine Learning

Electrochemical and mechanical properties of lithium-ion battery materials are heavily dependent on their 3D microstructure characteristics. A quantitative understanding of the role played by stochastic microstructures is critical for the prediction of material properties and for guiding synthesis processes. Furthermore, tailoring microstructure morphology is also a viable way of achieving optimal electrochemical and mechanical performances of lithium-ion cells. To facilitate the establishment of microstructure-resolved modeling and design methods, a review covering spatially and temporally resolved imaging of microstructure and electrochemical phenomena, microstructure statistical characterization and stochastic reconstruction, microstructure-resolved modeling for property prediction, and machine learning for microstructure design is presented here. The perspectives on the unresolved challenges and opportunities in applying experimental data, modeling, and machine learning to improve the understanding of materials and identify paths toward enhanced performance of lithium-ion cells are presented.

25 ENERGY STORAGE↗

The timbre of Hawking gravitons: an effective description of energy transport from holography

Planar black holes in AdS, which are holographically dual to compressible relativistic fluids, have a long-lived phonon mode that captures the physics of attenuated sound propagation and transports energy in the plasma. We describe the open effective field theory of this fluctuating phonon degree of freedom. The dynamics of the phonon is encoded in a single scalar field whose gravitational coupling has non-trivial spatial momentum dependence. This description fits neatly into the paradigm of classifying gravitational modes by their Markovianity index, depending on whether they are long-lived. The sound scalar is a non-Markovian field with index 3 - d for a d-dimensional fluid. We reproduce (and extend) the dispersion relation of the holographic sound mode to quartic order in derivatives, constructing in the process the effective field theory governing its attenuated dynamics and associated stochastic fluctuations. We also remark on the presence of additional spatially homogeneous zero modes in the gravitational problem, which remain disconnected from the phonon Goldstone mode.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Collisional broadening of nonlinear resonant wave–particle interactions

A general procedure for understanding plasma behaviour when resonant wave–particle interactions are the sole destabilizing and transport mechanism or only heating and/or current drive source is highlighted without recourse to involved numerical or analytical treatments. These phenomena are characterized by transport that appears to be collisionless even though collisions play a central role in narrow collisional boundary layers. The order of magnitude estimates, which include nonlinear effects, are shown to provide expressions in agreement with the principal results of recent toroidal Alfvén eigenmode (TAE), toroidal magnetic field ripple, and heating and current drive treatments. More importantly, the retention of nonlinearities leads to new estimates of the alpha particle energy diffusivity at saturation for TAE modes, and the ripple threshold at which superbanana plateau evaluations of alpha particle transport are modified by nonlinear radial drift effects. In addition, the estimates indicate when quasilinear descriptions for heating and current drive will begin to fail. The phenomenological procedure demonstrates that in magnetic fusion relevant plasmas, narrow collisional boundary layers must be retained for resonant wave–particle interactions as they enhance the role of collisions, and make stochastic particle motion unlikely to be more important than other nonlinear processes.

Physics↗

National Academy of Science, Engineering, and Medicine, NASA Planetary Science and Astrobiology Decadal Survey (Chapter 3)

Our inner Solar System has the four terrestrial planets, Mercury, Venus, Earth, and Mars, along with Earth’s large Moon, two small moons of Mars, dwarf planet Ceres, numerous 100-km class asteroids, and a multitude of small bodies that populate the asteroid belt and the inner planet region. To what extent does this structure reflect a deterministic outcome of general Solar System formation processes, and how much of it is instead a consequence of stochastic events that would change in unpredictable ways if the system’s formation could be rerun? This fundamental question motivates scientific investigations of the inner Solar System, with implications not only for understanding our own planet’s origin but also for the origin of planetary systems and Earth-like planets beyond our own.

79 ASTRONOMY AND ASTROPHYSICS↗

Collisional broadening of nonlinear resonant wave-particle interactions

A general procedure for understanding plasma behavior when resonant wave-particle interactions are the sole destabilizing and transport mechanism or only heating and/or current drive source is highlighted without recourse to involved numerical or analytical treatments. These phenomena are characterized by transport that appears to be collisionless even though collisions play a central role in narrow collisional boundary layers. The order of magnitude estimates, which include nonlinear effects, are shown to provide expressions in agreement with the principle results of recent toroidal Alfvén eigenmode (TAE), toroidal magnetic field ripple, and heating and current drive treatments. More importantly, the retention of nonlinearities leads to new estimates of the alpha particle energy diffusivity at saturation for TAE modes, and the ripple threshold at which superbanana plateau evaluations of alpha particle transport are modified by nonlinear radial drift effects. In addition, the estimates indicate when quasilinear descriptions for heating and current drive will begin to fail. The phenomenological procedure demonstrates that in magnetic fusion relevant plasmas narrow collisional boundary layers must be retained for resonant wave-particle interactions as they enhance the role of collisions, and make stochastic particle motion unlikely to be more important than other nonlinear process.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Adaptive, Active Learning, and Multifidelity Monte Carlo Methods in the MOOSE Stochastic Tools Module

MOOSE is an open-source computational platform for constructing multi-physics models and executing them in a massively parallel fashion. It has a stochastic tools module (STM) for forward/inverse uncertainty quantification (UQ) and surrogate modeling. This presentation details some recent developments to the STM with respect to the implementation of adaptive, active learning, and multifidelity Monte Carlo methods for forward UQ of computational models. Specifically, the adaptive Monte Carlo methods include Markov Chain Monte Carlo (MCMC)-driven algorithms like adaptive importance sampling and parallelized subset simulation for statistical QoI estimation, rare events analysis, and stochastic gradient-free optimization. The active learning methods include Gaussian Process (GP) surrogates and their training via Adam optimization, design of acquisition functions, and integration with samplers like Monte Carlo, adaptive importance, and parallelized subset simulation. These active learning methods are also designed to work in a batch mode, wherein, the required calls to the full computational model are executed in parallel whenever a user-specified batch size is met. The multifidelity methods in STM are broadly divided into two categories: hierarchical, where a defined hierarchy exists among the low-fidelity models, and peer, where all the low-fidelity models are treated equally. A GP surrogate is used to learn the differences between the low- and high-fidelity models in both multifidelity categories, and acquisition functions from the active learning classes are used to decide whether to rely on a low-fidelity model or call the expensive high-fidelity model. Alongside the software description and usage, applications are also presented to nuclear engineering computational models including a TRISO nuclear fuel particle, a reactor pressure vessel, and a heat-pipe microreactor.

97 MATHEMATICS AND COMPUTING↗

An Online Approach to Solve the Dynamic Vehicle Routing Problem with Stochastic Trip Requests for Paratransit Services

Many transit agencies operating paratransit and microtransit services have to respond to trip requests that arrive in real-time, which entails solving hard combinatorial and sequential decision-making problems under uncertainty. To avoid decisions that lead to significant inefficiency in the long term, vehicles should be allocated to requests by optimizing a non-myopic utility function or by batching requests together and optimizing a myopic utility function. While the former approach is typically offline, the latter can be performed online. We point out two major issues with such approaches when applied to paratransit services in practice. First, it is difficult to batch paratransit requests together as they are temporally sparse. Second, the environment in which transit agencies operate changes dynamically (e.g., traffic conditions can change over time), causing the estimates that are learned offline to become stale. To address these challenges, we propose a fully online approach to solve the dynamic vehicle routing problem (DVRP) with time windows and stochastic trip requests that is robust to changing environmental dynamics by construction. We focus on scenarios where requests are relatively sparse—our problem is motivated by applications to paratransit services. We formulate DVRP as a Markov decision process and use Monte Carlo tree search to evaluate actions for any given state. Accounting for stochastic requests while optimizing a non-myopic utility function is computationally challenging; indeed, the action space for such a problem is intractably large in practice. To tackle the large action space, we leverage the structure of the problem to design heuristics that can sample promising actions for the tree search. Our experiments using real-world data from our partner agency show that the proposed approach outperforms existing state-of-the-art approaches both in terms of performance and robustness.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Operation Optimization Using Reinforcement Learning with Integrated Artificial Reasoning Framework

In large and complex systems, operational decision-making requires a systematic analysis with a vast amount of data from both process parameters and component status monitoring. In this paper, we present an integrated artificial reasoning approach for system state transition models that can help operational decision-making with explainable and traceable reasoning. The integrated artificial reasoning framework is a physics-based approach of defining the system structure in a Bayesian network, so we leveraged it in a Markov decision process (MDP) for finding optimal operational solutions. In our proposed framework, the MDP is implemented on a dynamic Bayesian network (DBN), which represents causalities in a system. The multilevel flow modeling was utilized in order to extract these causalities in a more efficient and objective manner. Since multilevel flow modeling is based on the fundamental energy and mass conservation laws, the target system is decomposed into several mass, energy, and information structures, which serve as the basis for a DBN. The MDP consists of the processes of finding a solution for the Bellman equation, which can be derived from the conditional probability equations of the constructed DBN. System operators can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from the component degradation process or random failures. We analyzed a simplified example system to illustrate finding an optimal operational policy with this approach.

Kim, Junyung↗

Analyzing Stochastic Computer Models: A Review with Opportunities

In modern science, computer models are often used to understand complex phenomena and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer models-providing a catalogue of statistical methods for practitioners, an introductory view for statisticians (whether familiar with deterministic computer models or not), and an emphasis on open questions of relevance to practitioners and statisticians. Gaussian process surrogate models take center stage in this review, and these, along with several extensions needed for stochastic settings, are explained. The basic issues of designing a stochastic computer experiment and calibrating a stochastic computer model are prominent in the discussion. Instructive examples, with data and code, are used to describe the implementation of, and results from, various methods.

agent based model↗

Visualization of Multi-Fidelity Approximations of Stochastic Economic Dispatch

As renewable energy generation deployment increases, the operation of electrical grids becomes more complex. Economic dispatch is part of a grid operator's regular decision process where the amount of energy to generate is determined based on the number of available generators and the actual level of energy demand. Renewable generators are inherently stochastic due to the chaotic nature of weather patterns, and thus, real-time decisions of economic dispatch become increasingly complex. Modeling efforts to assist in these decisions in the highest fidelity typically take hours to days to solve on leadership-class computers; too long for the 5-minute operational time-frame demanded of operators. Alternatively, multi-fidelity approximations can be used to predict generation levels quickly and with sufficient accuracy to be used for real-time operations. We have developed a visualization tool to demonstrate the utility of multi-fidelity approximations by displaying contextual results of economic dispatch approximations, comparisons across fidelity levels of generation levels and possible failures to meet demand, and meta-data on the modeling setup.

interactive visualization↗