Uncertainty Propagation in Dynamical Systems via Stochastic Collocation on Model Dynamics.
Abstract not provided.
De, Saibal↗
SEARCH · Engineering Papers
Results for “Stochastic modelling”
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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SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics
We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.
• Artificial intelligence (AI) / machine learning ↗
Stochastic parametric skeletal dosimetry model for humans: Anatomical-morphological basis and parameter evaluation
Radiation exposure of the hematopoietic system that results in a radiation dose to bone marrow of more than 100 mGy leads to an increase in the risk of leukemia in humans. Excess relative risk of leukemia was observed in cohorts whose members lived in the territories of the Southern Urals that were radioactively contaminated in the 1950s. As part of the dosimetric support of epidemiological studies of these cohorts, an original methodology for stochastic bone dosimetric modeling was developed, termed the Stochastic Parametric Skeletal Dosimetry (SPSD) model. The purpose of this work was to present the anatomical and morphological bases of the SPSD model, which includes an assessment of the parameters of the microstructure of the trabecular bone in the hematopoietic areas of the human skeleton, as well as a description of the macrostructural division (segmentation) of hematopoietic areas into simple bone segments. As a result, an anatomical-morphological basis of the SPSD model was created based on published data. Data collection work included the analysis of original articles, atlases, manuals, monographs and the formation of primary data files. Data on the duration of hematopoiesis in various parts of the skeleton; and data on age-related changes in the microstructure and linear dimensions of human bones and their segments were analyzed. The paper describes the full set of parameters to be used for the dosimetric model for newborns, children aged 1, 5 and 10 years, as well as for adolescents aged 15 years and adults; for the latter, sex differences in bone size were considered. In total, the SPSD model includes 289 unique basic (bone) phantom segments, each of which is described by 7 or more parameters describing the microstructure, thickness of the cortical layer and linear dimensions. Population variability was estimated for each parameter. The approach to SPSD modeling, i.e., the use of simple geometric shapes, was successfully verified using independent datasets on bone masses and volumes.
Science & Technology - Other Topics↗
Bounds on galaxy stochasticity from halo occupation distribution modeling
The joint probability distribution of matter overdensity and galaxy counts in cells is a powerful probe of cosmology, and the extent to which variance in galaxy counts at fixed matter density deviates from Poisson shot noise is not fully understood. The lack of informed bounds on this stochasticity is currently the limiting factor in constraining cosmology with the galaxy–matter probability distribution function (PDF). We investigate stochasticity in the conditional distribution of galaxy counts along lines of sight with fixed matter density, and we present a halo occupation distribution (HOD)-based approach for obtaining plausible ranges for stochasticity parameters. To probe the high-dimensional space of possible galaxy–matter connections, we derive a set of HODs that conserve the galaxies’ linear bias and number density to produce RED M A G I C-like galaxy catalogs within the A BACUS S UMMIT suite of N -body simulations. We study the impact of individual HOD parameters and cosmology on stochasticity and perform a Monte Carlo search in HOD parameter space subject to the constraints on bias and density. In mock catalogs generated by the selected HODs, shot noise in galaxy counts spans both sub-Poisson and super-Poisson values, ranging from 80% to 133% of Poisson variance for cells with mean matter density. Nearly all of the derived HODs show a positive relationship between local matter density and stochasticity. For galaxy catalogs with higher stochasticity, modeling galaxy bias to second order is required for an accurate description of the conditional PDF of galaxy counts at fixed matter density. The presence of galaxy assembly bias also substantially extends the range of stochasticity in the super-Poisson direction. This HOD-based approach leverages degrees of freedom in the galaxy–halo connection to obtain informed bounds on nuisance model parameters and can be adapted to study other parametrizations of shot noise in galaxy counts, in particular to motivate prior ranges on stochasticity for cosmological analyses.
Britt, Dylan (ORCID:000000019905601X)↗
A Multiscale Progressive Failure Modeling Methodology for Composites that Includes Fiber Strength Stochastics
A multiscale modeling methodology was developed for continuous fiber composites that incorporates a statistical distribution of fiber strengths into coupled multiscale micromechanics/finite element (FE) analyses. A modified two-parameter Weibull cumulative distribution function, which accounts for the effect of fiber length on the probability of failure, was used to characterize the statistical distribution of fiber strengths. A parametric study using the NASA Micromechanics Analysis Code with the Generalized Method of Cells (MAC/GMC) was performed to assess the effect of variable fiber strengths on local composite failure within a repeating unit cell (RUC) and subsequent global failure. The NASA code FEAMAC and the ABAQUS finite element solver were used to analyze the progressive failure of a unidirectional SCS-6/TIMETAL 21S metal matrix composite tensile dogbone specimen at 650 degC. Multiscale progressive failure analyses were performed to quantify the effect of spatially varying fiber strengths on the RUC-averaged and global stress-strain responses and failure. The ultimate composite strengths and distribution of failure locations (predominately within the gage section) reasonably matched the experimentally observed failure behavior. The predicted composite failure behavior suggests that use of macroscale models that exploit global geometric symmetries are inappropriate for cases where the actual distribution of local fiber strengths displays no such symmetries. This issue has not received much attention in the literature. Moreover, the model discretization at a specific length scale can have a profound effect on the computational costs associated with multiscale simulations.models that yield accurate yet tractable results.
Generalized Method of Cells↗
Stochastic parametric skeletal dosimetry model for humans: Pediatric and adult computational skeleton phantoms for internal bone marrow dosimetry
Currently, computational phantoms that simulate skeletal tissues are used in active red bone marrow (AM) internal dosimetry. Up-to-date reference computational phantoms recommended by the ICRP are based on the analysis of CT-images of cadavers. Such phantoms have significant disadvantages. One disadvantage is that the assessment of uncertainty due to the population variability of skeleton dimensions and microstructure results from the limited availability of autopsy material. Another disadvantage is the simplified modelling of cortical layer and bone microarchitecture. A method of stochastic parametric skeletal dosimetry modelling of the bone structures – SPSD modelling – has been developed as an alternative to the ICRP reference phantoms. In the framework of this approach, skeletal phantom parameters are evaluated based on extensively reviewed results of published measurements of real bones. The SPSD approach allows for the assessment of both population-average values and their variability. SPSD-phantoms of the skeleton are modelled in voxel representation. They consist of smaller phantoms of the bone sites – segments – described by simple geometric shapes with uniform microarchitecture parameters. Such segmentation makes it possible to account for non-homogeneous skeletal microarchitecture and to model the bone structure with the required voxel resolution to elaborate suitable skeletal phantoms. The current study presents the parameters of the SPSD skeletal phantoms for the following age-groups: newborn, 1-year-old, 5-year-old, 10-year-old, 15-year-old (male and female), and adult (male and female). This skeletal phantom can be used for dosimetry as an alternative to available reference phantoms for bone-seeking radionuclides. The above-mentioned age- and sex-specific skeletal phantoms are comprised of 289 unique segments. The characteristics of the SPSD phantoms do not contradict published data and are in good agreement with the measurement results of real bones.
Science & Technology - Other Topics↗
Development and Integration of a Stochastic Clad Damage Propagation Model into PRONGHORN-SC Subchannel Analysis Code
The failure of fuel pins in nuclear reactors is intrinsically stochastic. Typically, a combination of variation in manufacturing that affects the material characteristics and the fuel assembly dimensions, variation in operating conditions, such as local power, coolant flow rate, and irradiation induced changes in material properties lead to a large uncertainty in failure margin of the fuel pins. Failure, therefore, may occur in exceptional pins with adverse combinations of these variations. Upon a metal fuel pin (U-Pu-Zr/HT9) failure, depressurization of the fuel pin takes place by release of fission gas, liquid sodium bond, and potentially solid fuel particles or molten/eutectic fuel droplets through the hole in cladding. The effect of a fission gas jet on neighbor fuel pins and possible propagation of a clad damage during normal operation was studied experimentally in 1970s and it was found that the post-failure fission gas jet insulates the jet impingement area of the target fuel pin surface and could increase the target pin’s surface temperature by as much as 100 – 200 K during the failed pin depressurization. It was concluded that the effect should not lead to fuel pin failure propagation during normal operation. In accident scenarios of sodium and lead fast reactors such as Unprotected Loss-Of-Flow (ULOF) or Unprotected Transient Over Power (UTOP), the fuel pins can be subjected to higher clad temperatures and fuel pin pressures or fuel clad mechanical/chemical interaction where thermal creep margin becomes significantly lower compared to the normal operation conditions. Therefore, possible stochastic failure and the post-failure fission gas/fuel jet impingement could be critical in order to predict fuel pin failure propagation. Pin depressurization due to fission gas release may degrade the heat transfer by formation of a gas blanket on a neighboring pin surface, which is a local phenomenon, and by causing coolant flow deceleration and starvation, which could affect a surrounding region as well. Furthermore, the potential presence of solid fuel particles or molten fuel at the time of clad failure could boost post-failure jet induced degradation even further. The present study models the U-Pu-Zr/HT9 metal fuel pin failure and stochastic clad damage propagation by biased sampling based on a Cumulative Damage Fraction (CDF) type clad failure criterion and the normal distribution of fuel failure probability density as a function of logarithm of Cumulative Damage Fraction. In addition, the effect of post-failure fission gas jet on heat transfer degradation is modeled for the target pins. This model is called stochastic Clad Damage Propagation (CDAP). The CDAP model is now fully integrated into developmental version of PRONGHORN-SC subchannel analysis code, allowing for modeling local failures and its propagation potential. Section 2 describes the components of the CDAP models. Section 3 describes the model implementation to PRONGHORN-SC and input specifications. Section 4 describes the CDAP model validation coupled to PRONGHORN-SC.
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
Simulated Dust Transport in the Convective Boundary Layer
Soil dusts are an important source of aerosol in agricultural regions and can affect the Earth's radiation budget through the modification of cloud properties, and in particular, through their ability to act as ice nucleating particles. In order to impact cloud properties, agricultural soil dusts need to be transported from the point of emission to cloud–relevant altitudes. Vertical transport within the planetary boundary layer is strongly controlled by turbulence and is challenging to represent accurately in regional and global models. Large–eddy simulations (LES) are run at resolutions capable of resolving most of the turbulent energy directly and can thus better simulate vertical transport. In this study, we leverage the LES ARM Symbiotic Simulation and Observation (LASSO) large–eddy simulations to simulate vertical transport of agricultural dust within the turbulent boundary layer using a modified version of the stochastic dispersion model FLEXPART–WRF. We find that the modified model is better capable of simulating particle transport due to turbulence, and that particle size was the greatest factor in determining particle lifetime. Individual meteorology and particle density had intermediate effects upon particle transport, while release height had little effect upon simulation results. Finally, we utilize a quasi–single column model (QSCM) approach to determine how our results compare to a parameterized treatment of turbulence. The QSCM simulations led to greater tracer transport out of the boundary layer, with ramifications for any studies utilizing a Lagrangian stochastic model to understand tracer dispersion. Furthermore, these results highlight the importance of accurately simulating turbulence for understanding particle transport.
54 ENVIRONMENTAL SCIENCES↗
Modeling laser velocimeter signals as triply stochastic Poisson processes
Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.
Mayo, W. T., Jr.↗
Dataset for "FLEXPART-WRF simulations to assess dust transport in the convective boundary layer at the Southern Great Plains site"
Soil dusts are an important source of aerosol in agricultural regions and can affect the Earth’s radiation budget through the modification of cloud properties, and in particular, through their ability to act as ice nucleating particles. In order to impact cloud properties, agricultural soil dusts need to be transported from the point of emission to cloud-relevant altitudes. Vertical transport within the planetary boundary layer is strongly controlled by turbulence and is challenging to represent accurately in regional and global models. Large-eddy simulations (LES) are run at resolutions capable of resolving most of the turbulent energy directly and can thus better simulate vertical transport. In this study, we leverage the LES ARM Symbiotic Simulation and Observation (LASSO) large-eddy simulations to simulate vertical transport of agricultural dust within the turbulent boundary layer using a modified version of the stochastic dispersion model FLEXPART-WRF. We find that the modified model is better capable of simulating particle transport due to turbulence, and that particle size was the greatest factor in determining particle lifetime. Individual meteorology and particle density had intermediate effects upon particle transport, while release height had little effect upon simulation results. Finally, we utilize a quasi-single column model (QSCM) approach to determine how our results compare to a parameterized treatment of turbulence. The QSCM simulations led to greater tracer transport out of the boundary layer, with ramifications for any studies utilizing a Lagrangian stochastic model to understand tracer dispersion. These results highlight the importance of accurately simulating turbulence for understanding particle transport.
54 ENVIRONMENTAL SCIENCES↗
A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market
In this paper, we study the profit maximization problem of a virtual power plant trading in the continuous intraday electricity market. Our virtual power plant model is compatible with renewable, and thermal assets, covering a range of virtual power plants currently participating in energy markets. We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant with explicit modeling of the technical constraints of the operational status of the thermal power plant including minimum start-up and shut-down times, ramp-up and ramp-down rates, and minimum generation level. The upper level also decides which continuous and indivisible (fill-or-kill) orders are submitted to the market. The lower-level problem accounts for the clearing of the continuous intraday market, i.e., matching of buy and sell orders. Because of the presence of fill-or-kill orders, the lower-level problem is mixed-integer, which prevents its direct conversion to a single-level problem using duality. In order to solve this challenging problem, we develop a convex-hull extended formulation for the lower-level problem, apply duality theory to obtain a single-level stochastic equivalent formulation, and employ McCormick envelopes to turn the problem into a multistage stochastic mixed-integer linear problem, which we solve using the stochastic dual dynamic integer programming algorithm. We conduct numerical experiments and analyze the optimal trading behavior of a virtual power plant trading in an ideal continuous market without arbitrage.
Bilevel multistage stochastic programming problem↗
A Stochastic Reduced-Order Model for Statistical Microstructure Descriptors Evolution
Integrated computational materials engineering (ICME) models have been a crucial building block for modern materials development, relieving heavy reliance on experiments and significantly accelerating the materials design process. However, ICME models are also computationally expensive, particularly with respect to time integration for dynamics, which hinders the ability to study statistical ensembles and thermodynamic properties of large systems for long time scales. To alleviate the computational bottleneck, we propose to model the evolution of statistical microstructure descriptors as a continuous-time stochastic process using a non-linear Langevin equation, where the probability density function (PDF) of the statistical microstructure descriptors, which are also the quantities of interests (QoIs), is modeled by the Fokker–Planck equation. In this work, we discuss how to calibrate the drift and diffusion terms of the Fokker–Planck equation from the theoretical and computational perspectives. The calibrated Fokker–Planck equation can be used as a stochastic reduced-order model to simulate the microstructure evolution of statistical microstructure descriptors PDF. Considering statistical microstructure descriptors in the microstructure evolution as QoIs, we demonstrate our proposed methodology in three integrated computational materials engineering (ICME) models: kinetic Monte Carlo, phase field, and molecular dynamics simulations.
97 MATHEMATICS AND COMPUTING↗
Ion acceleration in impulsive solar flares
Nonrelativistic spectra of protons and ions accelerated in impulsive solar flares are derived using more realistic turbulence power spectra. The calculation is based on a particle transport equation extracted from a second step acceleration model containing stochastic acceleration. The turbulence model is generalized to waves with a small angle to the magnetic field vector and to turbulence power spectra with spectral indices s smaller than 2. Due to the occurrence of impulsive flares at low coronal heights, Coulomb losses at the dense coronal plasma and diffusive particle escape are taken into account. The ion spectra show deviations from long-duration spectra near the Coulomb barrier, where the losses become maximal. The Z-squared/A-dependence of the Coulomb losses leads to spectral variations for different ions. We present a method to estimate the turbulence parameters and injection conditions of the flare particles using ion ratios like Fe/O of impulsive flares.
Steinacker, Jurgen↗
Radiation-Spray Coupling for Realistic Flow Configurations
Three Large Eddy Simulations (LES) for a lean-direct injection (LDI) combustor are performed and compared. In addition to the cold flow simulation, the effect of radiation coupling with the multi-physics reactive flow is analyzed. The flame let progress variable approach is used as a subgrid combustion model combined with a stochastic subgrid model for spray atomization and an optically thin radiation model. For accurate chemistry modeling, a detailed Jet-A surrogate mechanism is utilized. To achieve realistic inflow, a simple recycling technique is performed at the inflow section upstream of the swirler. Good comparison is shown with the experimental data mean and root mean square profiles. The effect of combustion is found to change the shape and size of the central recirculation zone. Radiation is found to change the spray dynamics and atomization by changing the heat release distribution and the local temperature values impacting the evaporation process. The simulation with radiation modeling shows wider range of droplet size distribution by altering the evaporation rate. The current study proves the importance of radiation modeling for accurate prediction in realistic spray combustion configurations, even for low pressure systems.
El-Asrag, Hossam↗
Unsupervised Detection of Planetary Craters by a Marked Point Process
With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.
Troglio, G.↗
Modeling Flexible Generator Operating Regions via Chance- constrained Stochastic Unit Commitment
Here, we introduce a novel chance-constrained stochastic unit commitment model to address uncertainty in renewables' production uncertainty in power systems operation. For most thermal generators,underlying technical constraints that are universally treated as "hard" by deterministic unit commitment models are in fact based on engineering judgments, such that system operators can periodically request operation outside these limits in non-nominal situations, e.g., to ensure reliability. We incorporate this practical consideration into a chance-constrained stochastic unit commitment model, specifically by in-frequently allowing minor deviations from the minimum and maximum thermal generator power output levels. We demonstrate that an extensive form of our model is computationally tractable for medium-sized power systems given modest numbers of scenarios for renewables' production. We show that the model is able to potentially save significant annual production costs by allowing infrequent and controlled violation of the traditionally hard bounds imposed on thermal generator production limits. Finally, we conduct a sensitivity analysis of optimal solutions to our model under two restricted regimes and observe similar qualitative results.
42 ENGINEERING↗
A coalescence/dispersion model for turbulent flame stability
A stochastic mixing model is employed that couples finite rate mixing with finite rate combustion chemistry to examine the effects of combustor inlet conditions on the ignition limits of lean premixed turbulent flames. The kinetics of the fuel-oxidation process is described by means of a two-step reaction mechanism. The model predictions of the lean ignition limits of premixed turbulent propane-air flames are verified through comparisons with data in the literature. The variations of the lean limits are found to compare favorably with experimental magnitudes and trends.
Radhakrishnan, K.↗
A Stochastic Charging Station Deployment Model for Electrified Taxi Fleets in Coupled Urban Transportation and Power Distribution Networks
Metropolitansworldwide are increasingly adopting electric taxis (ET) to address concerns about transportation-related emissions. However, the widespread deployment of electric taxis presents challenges in terms of increased electricity demand and changing demand profiles. This transition impacts both the urban transportation network (TN) and the electricity power distribution network (PDN), highlighting the interdependence between these two systems. Here, in this paper, we propose a two-stage stochastic programming planning model that aims to optimize both the TN and PDN, enabling efficient deployment of charging stations and grid upgrades. Our model seeks to strike a balance between meeting ET drivers' charging preferences, minimizing the costs associated with infrastructure deployment and grid expansion, and harmonizing the coordination between the TN and PDN. Additionally, we explore the potential benefits of utilizing an autonomous ET fleet to enhance overall system performance.
33 ADVANCED PROPULSION SYSTEMS↗