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DOE OSTI2022

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

Adaptive Recovery Model: Designing Systems for Testing Tracing and Vaccination to Support COVID-19 Recovery Planning.

This report documents a new approach to designing disease control policies that allocate scarce testing, contact tracing, and vaccination resources to better control community transmission of COVID19 or similar diseases. The Adaptive Recovery Model (ARM) combines a deterministic compartmental disease model with a stochastic network disease propagation model to enable us to simulate COVID-19 community spread through the lens of two complementary modeling motifs. ARM contact networks are derived from cell-phone location data that have been anonymized and interpreted as individual arrivals to specic public locations. Modeling disease spread over these networks allows us to identify locations within communities conducive to rapid disease spread. ARM applies this model- and data-derived abstractions of community transmission to evaluate the effectiveness of disease control measures including targeted social distancing, contact tracing, testing and vaccination. The architecture of ARM provides a unique capacity to help decision makers understand how best to deploy scarce testing, tracing and vaccination resources to minimize disease-spread potential in a community. This document details the novel mathematical formulations underlying ARM, presents a dynamical stability analysis of the deterministic model components, a sensitivity analysis of control parameters and network structure, and summarizes a process for deriving contact networks from cell-phone location data. An example use case steps through applying ARM to evaluate three targeted social distancing policies using Bernalillo County, New Mexico as an exemplar test locale. This step-by-step analysis demonstrates how ARM can be used to measure the relative performance of competing public health policies. Initial scenario tests of ARM shows that ARMs design focus on resource utilization rather than simple incidence prediction can provide decision makers with additional quantitative guidance for managing ongoing public health emergencies and planning future responses.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2022

A nonsmooth nonconvex optimization algorithm for two-stage optimization problems

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C 2 objectives. Then, we show that quadratic penalty method for securityconstrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C 2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Enhancing Distribution System Resilience: A First-Order Meta-RL Algorithm for Critical Load Restoration

The increasing frequency of extreme events and the integration of distributed energy resources (DERs) into modern grids have elevated the need for resilient and efficient critical load restoration strategies in distribution systems. However, the stochastic nature of renewable DERs, limited energy resource availability and the intricate nonlinearities inherent in complex grid control problem make the problem challenging. Although reinforcement learning (RL) and warm-start RL methods have shown promising results, their performance often falls short in rapidly adapting to new, unseen situations and typically requires exhaustive problem-specific tuning. To address these gaps, we propose a First-Order Meta-based RL (FOM-RL) algorithm within an online framework for adaptive and robust critical load restoration. By harnessing local DERs as the enabling technology, FOM-RL allows the RL agent to swiftly adapt to new unseen scenarios by leveraging previously acquired knowledge of different tasks. Experimental results provide evidence that proposed algorithm learns more efficiently and showcases generalization capabilities across diverse set of operational scenarios. Moreover, a rigorous theoretical analysis yields a tight sublinear regret bound, sensitive to temporal variability, with a task-averaged optimality gap bounded by O(VM+D*/(Tsquare root(M))). These results suggest that optimality improves with task similarity and an increased number of tasks M, reaffirming the efficacy and scalability of the proposed approach in addressing the complexities of critical load restoration in distribution systems.

complexity theory↗

DOE OSTI2021

EGR Dilution and Fuel Property Effects on High-Efficiency Spark-Ignition Flames

Modern spark ignition internal combustion engines rely on fast combustion rates and high dilution to achieve high brake thermal efficiencies. To accomplish this, new engine designs have moved towards increased tumble ratios and stroke-to-bore ratios. Increased tumble ratios correlate positively with increases in turbulent kinetic energy and improved fuel and residual gas mixing, all of which favor faster and more efficient combustion. Longer stroke-to-bore ratios allow higher geometric compression ratios and use of late intake valve closing to control peak compression pressures and temperatures. The addition of dilution to improve efficiency is limited by the resulting increase in combustion instabilities manifested by cycle-to-cycle variability. A number of effects - preferential diffusion, turbulence-combustion interactions, stochastic flow patterns, laminar-turbulent flame kernel transitions, and relative length and velocity scales between flame and turbulence - are believed to be responsible for the increase in cycle-to-cycle variations, where their contributions are likely interlinked. Several studies have shown the influence of stochastic flow characteristics on the nature of combustion instabilities, such as velocity patterns on flame kernel formation and cycle-to-cycle variations in residual gas. However, few have focused on the specific effects of fuel properties. The objective of this work is to contrast the effects of dilution on propane stoichiometric combustion against gasoline. Dilution tolerance experiments were conducted in a purpose-built high stroke-to-bore ratio single cylinder engine with both gasoline and LPG. Three-dimensional full cycle computational fluid dynamics (CFD) simulations employing a level-set combustion approach and Reynolds averaged Navier-Stokes (RANS) turbulence modeling was used to qualitatively assess the changes in length and velocity scales for turbulence and the flame. The experimental results showed that LPG can tolerate higher exhaust gas recirculation (EGR) dilution under a variety of conditions. Analysis of CFD simulations showed that propane flames are likely less sensitive to influences from the flow field due to less thickening of the flame and higher effective flame speeds.

33 ADVANCED PROPULSION SYSTEMS↗

DOE OSTI2025

Developing a Nuclear Quality Assurance Compliant Design Methodology for Neutronic Analysis of Xe-100 Design

The primary objective of this work is to develop a design methodology compliant with nuclear quality assurance standards for the Xe-100 neutronic design verification studies. To achieve this, a Monte Carlo model of the Xe-100 reactor was constructed using the exclusion principle, transformation technique, and universe-based level specification following Idaho National Laboratory (INL) NQA level-1 compliant standards and an NQA-1 compliant version of MCNP6. The model encompasses the entire reactor core structures, including the upper plenum, core region, and lower plenum sections, along with all sub-components. The active core section was represented using the spectral regions, each comprising a particular fuel composition and temperature averaged over the considered zone, calculated by X-energy using Very Superior Old Programs (VSOP). Additionally, a component-wise temperature map was implemented into the model, not only for the core region but also for the structural components. Temperature-dependent cross-section libraries, along with thermal scattering law libraries, generated using INL NQA-1 compliant version of NJOY21, were utilized for each isotope in the burnt fuel and the structural materials. Furthermore, the volume of each modeled component was estimated using a stochastic approach with the ray tracing method in MCNP and criticality calculations were performed.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

DOE OSTI2024

Formation and coarsening of epitaxially-supported metal nanoclusters

This mini-review describes developments over the last ~30 years in characterizing the nucleation & growth of epitaxially-supported metal nanoclusters (NCs) or islands during vapor deposition, as well as their post-deposition coarsening. A beyond-mean-field treatment for homogeneous nucleation & growth corrects the deficiencies of traditional treatments in describing, e.g., the island size distribution, but also necessitates consideration of the spatial distribution of islands and their capture zones. We discuss advances in modeling capabilities, including those based upon on an ab-initio level treatment of periphery diffusion kinetics, for description of the non-equilibrium growth shapes of these NCs, focusing on 2D NCs. For post-deposition coarsening of arrays of NCs, there is generally a competition between Ostwald Ripening (OR) and Smoluchowski Ripening (SR). SR is also known as Particle Migration & Coalescence. For 2D NCs in homoepitaxial systems, conventional OR is observed on pristine fcc(111) surfaces, dramatically enhanced OR in the presence of even trace amounts of chalcogens for Cu(111) and Ag(111), and anomalous OR on anisotropic fcc(110) surfaces. The unexpected discovery of SR for fcc(100) homoepitaxial systems prompted extensive analysis of the underlying diffusivities of 2D NCs as a function of size, as well as of NC coalescence dynamics. A comprehensive understanding of these processes is now available. Self-assembly of 3D NCs during deposition, issues related to heterogeneous nucleation, directed assembly, NC growth structure selection, and coarsening are addressed. Finally, for SR of 3D epitaxial NCs, recent insights into the size-dependence of diffusivity are described.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2023

Coarse-grained methods for heterogeneous vesicles with phase-separated domains: Elastic mechanics of shape fluctuations, plate compression, and channel insertion

We develop coarse-grained particle approaches for studying the elastic mechanics of vesicles with heterogeneous membranes having phase-separated domains. We perform simulations both of passive shape fluctuations and of active systems where vesicles are subjected to compression between two plates or subjected to insertion into narrow channels. Analysis methods are developed for mapping particle configurations to continuum fields with spherical harmonics representations. Heterogeneous vesicles are found to exhibit rich behaviors where the heterogeneity can amplify surface two-point correlations, reduce resistance during compression, and augment vesicle transport times in channels. The developed methods provide general approaches for characterizing the mechanics of coarse-grained heterogeneous systems taking into account the roles of thermal fluctuations, geometry, and phase separation.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Differentiable stochastic halo occupation distribution

ABSTRACT In this work, we demonstrate how differentiable stochastic sampling techniques developed in the context of deep reinforcement learning can be used to perform efficient parameter inference over stochastic, simulation-based, forward models. As a particular example, we focus on the problem of estimating parameters of halo occupation distribution (HOD) models that are used to connect galaxies with their dark matter haloes. Using a combination of continuous relaxation and gradient re-parametrization techniques, we can obtain well-defined gradients with respect to HOD parameters through discrete galaxy catalogue realizations. Having access to these gradients allows us to leverage efficient sampling schemes, such as Hamiltonian Monte Carlo, and greatly speed up parameter inference. We demonstrate our technique on a mock galaxy catalogue generated from the Bolshoi simulation using a standard HOD model and find near-identical posteriors as standard Markov chain Monte Carlo techniques with an increase of ∼8× in convergence efficiency. Our differentiable HOD model also has broad applications in full forward model approaches to cosmic structure and cosmological analysis.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2021

Acquire and Test IDAES Framework Components

The cooperation under the Grid Modernization Initiative and the Applied Energy Tri-Laboratory umbrellas requires mutual understanding of capabilities and a common effort to identify gaps existing in the available computational modeling and analysis tools. In this work, we report acquisition and testing of the National Energy Technology Laboratory’s Institute for the Design of Advanced Energy Systems (IDAES) framework, particularly including both electric power systems production cost model simulator Prescient as well as system optimization IDAES itself. Further, we consider the methods in which developments in Prescient and IDAES for grid-energy simulation and optimization may be included in the Framework for Optimization of ResourCes and Economics (FORCE) ecosystem that has been under collaborative development by Idaho National Laboratory, Argonne National Laboratory, and Oak Ridge National Laboratory. We propose two integration methods to introduce Prescient and IDAES into existing FORCE automated workflows. One integration involves using Prescient as a market reduced-order model and IDAES models similar to how existing Modelica models are used. The other integration involves wrapping the Prescient-IDAES dispatch optimization process with the stochastic capacity optimization workflow in FORCE.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2020

GoldSim E-Area Low-Level Waste Lacility Vadose Zone Model Benchmarking

This report documents the development and benchmarking of the E-Area Low-Level Waste Facility (ELLWF) GoldSim Engineered and Slit Trench (ET and ST) vadose zone models. Subsequent activities (beyond the scope of this effort) will couple the GoldSim-based vadose zone models to the GoldSim aquifer model, with the intent of performing stochastic analyses that couple all pertinent fate and transport processes from the ground surface up to the 100-m Point of Assessment (POA). The benchmarking presented within this report focuses on the Slit Trench 06 (ST06) bydrostratigraphic location that resides within the center set of slit trenches. These GoldSim-based vadose zone models are generic models capable of being benchmarked to any of the other trench locations within E-Area.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

DOE OSTI2025

Elastic Stochastic Full Waveform Inversion (eSFWI)

This collaboration between Lawrence Livermore National Security, LLC (LLNS) as manager and operator of Lawrence Livermore National Laboratory (LLNL) and Chevron USA Inc., acting through its Chevron Technical Center division, aimed at developing next-generation computational methods for the Elastic Stochastic Full Waveform Inversion (eSFWI). Seismic imaging is heavily used in the oil and gas industry for identifying and operating subsurface reservoirs. Improved seismic imaging methods can improve productivity, lower costs, and improve operational and environmental safety. This CRADA demonstrated that new high-performance computing (HPC) architectures being rolled out over the next five years can enable unprecedented seismic imaging resolution when using eSFWI techniques to process active seismic data. An open-source computational mini-application was developed, capable of demonstrating near-peak performance for eSFWI algorithms on CPU and GPU enabled HPC platforms. Performance was demonstrated on LLNL HPC systems such as Lassen, as well as on Chevron systems. This project benefited Chevron USA Inc. by demonstrating the potential computational efficiency of their full waveform inversion capabilities used to characterize oil/gas reservoirs, which in turn benefits the public through potential increases in capabilities to perform analysis of leasing sites.

04 OIL SHALES AND TAR SANDS↗

DOE OSTI2020

Potential Vorticity Mixing in a Tangled Magnetic Field

A theory of potential vorticity (PV) mixing in a disordered (tangled) magnetic field is introduced. The analysis is in the context of β -plane MHD, with a special focus on the physics of momentum transport in the stably stratified, quasi-2D solar tachocline. A physical picture of mean PV evolution by vorticity advection and tilting of magnetic fields is proposed. In the case of weak field perturbations, quasi-linear theory predicts that the Reynolds and magnetic stresses balance as turbulence Alfvénizes for a larger mean magnetic field. Jet formation is explored quantitatively in the mean field–resistivity parameter space. However, since even a modest mean magnetic field leads to large magnetic perturbations for large magnetic Reynolds number, the physically relevant case is that of a strong but disordered field. We show that numerical calculations indicate that the Reynolds stress is modified well before Alfvénization—i.e., before fluid and magnetic energies balance. To understand these trends, a double-average model of PV mixing in a stochastic magnetic field is developed. Calculations indicate that mean-square fields strongly modify Reynolds stress phase coherence and also induce a magnetic drag on zonal flows. The physics of transport reduction by tangled fields is elucidated and linked to the related quench of turbulent resistivity. We propose here a physical picture of the system as a resisto-elastic medium threaded by a tangled magnetic network. Applications of the theory to momentum transport in the tachocline and other systems are discussed in detail.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2023

Improving Estimation of the Koopman Operator with Kolmogorov–Smirnov Indicator Functions

It has become common to perform kinetic analysis using approximate Koopman operators that transform high-dimensional timeseries of observables into ranked dynamical modes. The key to the practical success of the approach is the identification of a set of observables that form a good basis on which to expand the slow relaxation modes. Good observables are, however, difficult to identify a priori and suboptimal choices can lead to significant underestimations of characteristic time scales. Leveraging the representation of slow dynamics in terms of Hidden Markov Models (HMM), we propose a simple and computationally efficient clustering procedure to infer surrogate observables that form a good basis for slow modes. Here, we apply the approach to an analytically solvable model system as well as on three protein systems of different complexities. We consistently demonstrate that the inferred indicator functions can significantly improve the estimation of the leading eigenvalues of Koopman operators and correctly identify key states and transition time scales of stochastic systems, even when good observables are not known a priori.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2025

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Maximum likelihood estimation of difference scaling functions for suprathreshold judgments

Maximum likelihood estimation (MLE) has been used to produce perceptual scales from binary judgments of triads and quadruples. This method relies on Thurstone’s theory of a stochastic perceptual process where the perceived difference of two stimuli is the difference in their perceived strengths. It is possible that the perception of a suprathreshold difference is overestimated when adding smaller differences, a phenomenon referred to as diminishing returns. The current approach to construct a perceptual scale using MLE does not account for this phenomenon. We present a way to model the perception of differences using MLE and Thurstone’s theory, adapted to allow the possibility of diminishing returns. This method is validated using Monte Carlo simulated responses to experimental triads and can correctly model diminishing returns, the absence of diminishing returns, and the opposite of diminishing returns both in the cases when a perceptual scale is known and when the true perceived strengths of the stimuli are unknown. Additionally, this method was applied to empirical data sets to determine its feasibility in investigations of perception. Ultimately, it was found that this analysis allows for more accurate modeling of suprathreshold difference judgments, a more complete understanding of the perceptual processes underlying comparisons, and the evaluation of Thurstone’s theory of difference judgments.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Decision-making based on Markov decision process in integrated artificial reasoning framework—Part I: Theory

This paper presents a decision-making framework based on an integrated artificial reasoning framework and Markov decision process (MDP). The integrated artificial reasoning framework provides a physics-based approach that converts system information into state transition models, and the analysis result will be represented by the transition probabilities that can be used with an MDP to find a traceable and explainable optimal pathway. A dynamic Bayesian network (DBN) is well suited for representing the structure of an MDP. The causality information among process variables (or among subsystems) is mathematically represented in a DBN by the conditional probabilities of the node’s states provided different probabilities of the parent node’s states. To define node states in a physically understandable manner, we used multilevel flow modeling (MFM). An MFM follows the fundamental energy and mass conservation laws and supports the selection of process variables that represent the system of interest so that causal relations among process variables are properly captured. An MFM-based DBN supports developing state transition models in an MDP to capture the effect of process variables of system having physical relations. The operators of the target system can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from component degradation or random failures. We analyzed a simplified exemplary system to illustrate an optimal operational policy using the suggested approach.

Markov decision process↗

DOE OSTI2024

Characterization of SOL profiles and turbulence in ICRF-heated plasmas in EAST

Scrape-off layer (SOL) profiles and turbulence in ion cyclotron range of frequency (ICRF)-heated plasmas are investigated by the reciprocating probe diagnostic system (FRPs) and gas puff imaging (GPI) diagnostic in EAST. A radio-frequency (RF) sheath potential reaching up to 100 V is identified proximate to the ICRF antennas. Notably, the amplitude of this RF sheath potential escalates in response to rising ICRF power and inversely with plasma density. When a RF sheath is present in the far SOL, a pronounced density ‘shoulder’ forms in front of the ICRF antennas, while the ‘shoulder’ fade away as the antenna and associated RF sheath shift outwards. A strong E r shear is revealed by measurements from both FRPs and GPI. Analysis of the poloidal wave number-frequency spectrum reveals suppression of high-frequency turbulence in the far SOL due to the RF sheath. This effect is manifested in the reduced autocorrelation time τ c and reduced average blob size δ blob of the SOL plasma. Intriguingly, the poloidal propagation direction of the low-frequency turbulence reverses from the electron to the ion diamagnetic drift direction at the RF sheath location. A surge of tungsten impurity is potentially attributed to the heightened interaction between the SOL plasmas and the wall material. Shifting the ICRF antennas outward, to alleviate heat spots, results in the relocation of the RF sheath to the shaded region of the main limiter. This shift amplifies the radial velocity of blobs in the far SOL and concurrently diminishes the SOL density when compared to conditions without ICRF injection. The properties of ion saturation current fluctuations are consistent with the stochastic model predictions.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗