Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic optimization”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 541 records · Page 30
All sourcesNASA NTRSDOE OSTI
NASA NTRS1996

Optimization of Operations Resources via Discrete Event Simulation Modeling

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

Joshi, B.↗
NASA NTRS2011

Chance-Constrained Guidance With Non-Convex Constraints

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

FROM↗
DOE OSTI2016

Using a derivative-free optimization method for multiple solutions of inverse transport problems

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a mesh adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.

42 ENGINEERING↗
NASA NTRS2015

Determine Optimal Stimulus Amplitude for Using Vestibular Stochastic Stimulation to Improve Balance Function

Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). Our previous work has shown the advantageous effects of VSR in a balance task of standing on an unstable surface [1]. This technique to improve detection of vestibular signals uses a stimulus delivery system that provides imperceptibly low levels of white noise-based binaural bipolar electrical stimulation of the vestibular system. The goal of this project is to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection. A series of experiments were carried out to determine a robust paradigm to identify a vestibular threshold that can then be used to recommend optimal stimulation levels for sensorimotor adaptability (SA) training applications customized to each crewmember. The amplitude of stimulation to be used in the VSR application has varied across studies in the literature such as 60% of nociceptive stimulus thresholds [2]. We compared subjects' perceptual threshold with that obtained from two measures of body sway. Each test session was 463s long and consisted of several 15s long sinusoidal stimuli, at different current amplitudes (0-2 mA), interspersed with 20-20.5s periods of no stimulation. Subjects sat on a chair with their eyes closed and had to report their perception of motion through a joystick. A force plate underneath the chair recorded medio-lateral shear forces and roll moments. Comparison of threshold of motion detection obtained from joystick data versus body sway suggests that perceptual thresholds were significantly lower. In the balance task, subjects stood on an unstable surface and had to maintain balance, and the stimulation was administered from 20-400% of subjects' vestibular threshold. Optimal stimulation amplitude was determined at which the balance performance was best compared to control (no stimulation). Preliminary results show that, in general, using stimulation amplitudes at 40-60% of perceptual motion threshold significantly improved the balance performance. We hypothesize that VSR stimulation will act synergistically with SA training to improve adaptability by increasing utilization of vestibular information and therefore will help us to optimize and personalize a SA countermeasure prescription. This combination may help to significantly reduce the number of days required to recover functional performance to preflight levels after long-duration spaceflight.

Goel, R.↗
DOE OSTI2019

Stochastic Simplex Approximate Gradient for Robust Life-cycle Production Optimization: Applied to Brugge Field

In oil and gas production industry, production optimization is a viable technique to maximize the oil/gas production or net present value (NPV). Robust optimization is one type of production optimization techniques where the geological uncertainty of reservoir is considered. When well operating conditions, e.g., well flow rates and bottom-hole pressures, are the optimization variables, ensemble-based optimization (EnOpt) is the most popular ensemble-based algorithm for robust life-cycle production optimization. Recently, however, a superior algorithm, stochastic simplex approximate gradient (StoSAG), was proposed. Finally, the purpose of this study is to provide a theoretical discussion on why StoSAG is generally superior to EnOpt and provide reasonable example (Brugge field) where StoSAG generates estimates of optimal well controls that give a life-cycle net present value (NPV) significantly higher than the NPV obtained from EnOpt.

02 PETROLEUM↗
DOE OSTI2021

Variational Monte Carlo Calculations of A ≤ 4 Nuclei with an Artificial Neural-Network Correlator Ansatz

Here, the complexity of many-body quantum wave functions is a central aspect of several fields of physics and chemistry where nonperturbative interactions are prominent. Artificial neural networks (ANNs) have proven to be a flexible tool to approximate quantum many-body states in condensed matter and chemistry problems. In this work we introduce a neural-network quantum state ansatz to model the ground-state wave function of light nuclei, and approximately solve the nuclear many-body Schrodinger equation. Using efficient stochastic sampling and optimization schemes, our approach extends pioneering applications of ANNs in the field, which present exponentially scaling algorithmic complexity. We compute the binding energies and point-nucleon densities of A ≤ 4 nuclei as emerging from a leading-order pionless effective field theory Hamiltonian. We successfully benchmark the ANN wave function against more conventional parametrizations based on two- and three-body Jastrow functions, and virtually exact Green's function Monte Carlo results.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2015

Robust Utility Maximization Under Convex Portfolio Constraints

We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumption–investment strategy by studying the associated quadratic backward stochastic differential equation. We characterize the optimal control by using the duality method and deriving a dynamic maximum principle.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

The impact of short-term stochastic variability in solar irradiance on optimal microgrid design

This paper proposes a new methodology to capture the impact of fast moving clouds on utility power demand charges observed in microgrids with photovoltaic (PV) arrays, generators, and electrochemical energy storage. It consists of a statistical approach to introduce sub-hourly events in the hourly economic accounting process. The methodology is implemented in the Distributed Energy Resources Customer Adoption Model (DER-CAM), a state of the art mixed integer linear model used to optimally size DER in decentralized energy systems. Results suggest that previous iterations of DER-CAM could undersize battery capacities. The improved model depicts more accurately the economic value of PV as well as the synergistic benefits of pairing PV with storage.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1977

Absolute value optimization to estimate phase properties of stochastic time series

Most existing deconvolution techniques are incapable of determining phase properties of wavelets from time series data; to assure a unique solution, minimum phase is usually assumed. It is demonstrated, for moving average processes of order one, that deconvolution filtering using the absolute value norm provides an estimate of the wavelet shape that has the correct phase character when the random driving process is nonnormal. Numerical tests show that this result probably applies to more general processes.

Scargle, J. D.↗
DOE OSTI2022

Optimization of particle tracking methods for stochastic media

Random media emerge in several applications involving particle transport, encompassing e.g. photon propagation through Rayleigh-Taylor instabilities in fuel pellets for inertial confinement fusion, or neutron multiplication problems related to the assessment of re-criticality risk following severe accidents with fuel degradation. Reference calculations in such material configurations by means of Monte Carlo transport codes are particularly challenging, since high-density stochastic media might involve several hundreds of thousands of volumes and thus make particle tracking routines extremely cumbersome. In order to cope with these issues, two distinct strategies have been proposed so far: the use of neighbor maps, or the use of delta tracking. In this work we will compare these methods and illustrate their specific merits and drawbacks, as taken both alone and in combination with each other. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2015

Tracking stochastic resonance curves using an assisted reference model

The optimal noise amplitude for Stochastic Resonance (SR) is located employing an Artificial Neural Network (ANN) reference model with a nonlinear predictive capability. A modified Kalman Filter (KF) was coupled to this reference model in order to compensate for semi-quantitative forecast errors. Three manifestations of stochastic resonance, namely, Periodic Stochastic Resonance (PSR), Aperiodic Stochastic Resonance (ASR), and finally Coherence Resonance (CR) were considered. Using noise amplitude as the control parameter, for the case of PSR and ASR, the cross-correlation curve between the sub-threshold input signal and the system response is tracked. However, using the same parameter the Normalized Variance curve is tracked for the case of CR. The goal of the present work is to track these curves and converge to their respective extremal points. The ANN reference model strategy captures and subsequently predicts the nonlinear features of the model system while the KF compensates for the perturbations inherent to the superimposed noise. This technique, implemented in the FitzHugh-Nagumo model, enabled us to track the resonance curves and eventually locate their optimal (extremal) values. This would yield the optimal value of noise for the three manifestations of the SR phenomena.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗