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At least 559 records · Page 31

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a sampling-based approach that has widely used for quantification and propagation of uncertainties. However, the standard MC method is often time-consuming if the simulation-based model is computationally intensive. This article gives an overview of modern MC methods to address the existing challenges of the standard MC in the context of UQ. Specifically, multilevel Monte Carlo (MLMC) extending the concept of control variates achieves a significant reduction of the computational cost by performing most evaluations with low accuracy and corresponding low cost, and relatively few evaluations at high accuracy and corresponding high cost. Multifidelity Monte Carlo (MFMC) accelerates the convergence of standard Monte Carlo by generalizing the control variates with different models having varying fidelities and varying computational costs. Multimodel Monte Carlo method (MMMC), having a different setting of MLMC and MFMC, aims to address the issue of UQ and propagation when data for characterizing probability distributions are limited. Multimodel inference combined with importance sampling is proposed for quantifying and efficiently propagating the uncertainties resulting from small data sets. All of these three modern MC methods achieve a significant improvement of computational efficiency for probabilistic UQ, particularly uncertainty propagation. Finally, an algorithm summary and the corresponding code implementation are provided for each of the modern MC methods. The extension and application of these methods are discussed in detail.

97 MATHEMATICS AND COMPUTING↗

Partitioned exponential methods for coupled multiphysics systems

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible semi-discretization in space, the class of problems under consideration is modeled by a system of ordinary differential equations where the right-hand side is a summation of two component functions, each corresponding to a given set of physical processes. The partitioned-exponential methods proposed herein evolve each component of the system via an exponential integrator, and information between partitions is exchanged via coupling terms. Here, the traditional approach to constructing exponential methods, based on the variation-of-constants formula, is not directly applicable to partitioned systems. Rather, our approach to developing new partitioned-exponential families is based on a general-structure additive formulation of the schemes. Two method formulations are considered, one based on a linear-nonlinear splitting of the right hand component functions, and another based on approximate Jacobians. The paper develops classical (non-stiff) order conditions theory for partitioned exponential schemes based on particular families of T-trees and B-series theory. Several practical methods of third order are constructed that extend the Rosenbrock-type and EPIRK families of exponential integrators. Several implementation optimizations specific to the application of these methods to reaction-diffusion systems are also discussed. Numerical experiments reveal that the new partitioned-exponential methods can perform better than traditional unpartitioned exponential methods on some problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A new method to compute periodic orbits in general symplectic maps

The search of high-order periodic orbits has been typically restricted to problems with symmetries that help to reduce the dimension of the search space. Well-known examples include reversible maps with symmetry lines. The present work proposes a new method to compute high-order periodic orbits in twist maps without the use of symmetries. The method is a combination of the parameterization method in Fourier space and a Newton–Gauss multiple shooting scheme. The parameterization method has been successfully used in the past to compute quasi-periodic invariant circles. However, this is the first time that this method is used in the context of periodic orbits. Numerical examples are presented showing the accuracy and efficiency of the proposed method. Furthermore, the method is also applied to verify the renormalization prediction of the residues’ convergence at criticality (extensively studied in reversible maps) in the relatively unexplored case of maps without symmetries.

74 ATOMIC AND MOLECULAR PHYSICS↗

An update to the Sandia method for creating Typical Meteorological Years from a limited pool of calendar years

Typical Meteorological Years (TMYs) are essential for the efficient evaluation of energy system performance. Ideally, 30 years of weather data are required to generate TMYs, but significantly fewer years are typically available due to practical limitations. To address this issue, an update to the Sandia method was developed, referred to as the Argonne method, to create TMYs from a limited number of years. Furthermore, this method enhances candidate diversity by systematically shifting original candidate months forward or backward by specific days, creating an expanded pool of candidates. The effectiveness of the Argonne method was validated through statistical testing, comparison of monthly average weather parameters, and numerical simulations. The results demonstrate a high probability of identifying at least one shifted month whose cumulative distribution functions of weather parameters closely align with long-term distributions. In 67 % of all comparisons, the monthly average weather parameters in TMYs generated using the Argonne method exhibit better agreement with long-term averages than TMY3. Moreover, in 74 % of the 318 building simulation cases, the Argonne method outperforms TMY3 in estimating long-term average building heating and cooling demands. Therefore, the Argonne method effectively diversifies the candidate pool and produces typical years that provide more accurate estimations of long-term averages compared to TMY3 when only a limited pool of calendar years (10 years or fewer) is available.

Building energy modeling↗

A level-set immersed boundary method for reactive transport in complex topologies with moving interfaces

A simulation framework based on the level-set and the immersed boundary methods (LS-IBM) has been developed for reactive transport problems in porous media involving a moving solid-fluid interface. The interface movement due to surface reactions is tracked by the level-set method, while the immersed boundary method captures the momentum and mass transport at the interface. The proposed method is capable of accurately modeling transport near evolving boundaries in Cartesian grids. The framework formulation guarantees second order accuracy in space. Since the interface velocity is only defined at the moving boundary, an interface velocity propagation method is also proposed. The method can be applied to other moving interface problems of the “Stefan” type. Here, we validate the proposed LS-IBM both for flow and transport close to an immersed object with reactive boundaries as well as for crystal growth. Lastly, the proposed method provides a powerful tool to model more realistic problems involving moving reactive interfaces in complex domains.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Classification of events from α -induced reactions in the MUSIC detector via statistical and ML methods

The Multi-Sampling Ionization Chamber (MUSIC) detector is typically used to measure nuclear reaction cross sections relevant for nuclear astrophysics, fusion studies, and other applications. From the MUSIC data produced in one experiment scientists carefully extract an order of 10 3 events of interest from about 10 9 total events, where each event can be represented by an 18-dimensional vector. However, the standard data classification process is based on expert driven, manually intensive data analysis techniques that require several months to identify patterns and classify the relevant events from the collected data. Here, to address this issue, we present a method for the classification of events originating from specific α-induced reactions by combining statistical and machine learning methods that require significantly less input from the domain scientist, relative to the standard technique. Here, we applied the new method to two experimental data sets and compared our results with those obtained using traditional methods. With few exceptions, the number of events classified by our method agrees within ±20% with the results obtained using traditional methods. With the present method, which is the first of its kind for the MUSIC data, we have established the foundation for the automated extraction of physical events of interest from experiments using the MUSIC detector.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Self-consistent implementation of locally scaled self-interaction-correction method

Recently proposed local self-interaction correction (LSIC) method is a one-electron self-interaction-correction (SIC) method that uses an iso-orbital indicator to apply the SIC at each point in space by scaling the exchange–correlation and Coulomb energy densities. The LSIC method is exact for the one-electron densities, also recovers the uniform electron gas limit of the uncorrected density functional approximation, and reduces to the well-known Perdew–Zunger SIC (PZSIC) method as a special case. This article presents the self-consistent implementation of the LSIC method using the ratio of Weizsäcker and Kohn–Sham kinetic energy densities as an iso-orbital indicator. The atomic forces as well as the forces on the Fermi-Löwdin orbitals are also implemented for the LSIC energy functional. Results show that LSIC with the simplest local spin density functional predicts atomization energies of the AE6 dataset better than some of the most widely used generalized-gradient-approximation (GGA) functional and barrier heights of the BH6 database better than some of the most widely used hybrid functionals. The LSIC method [a mean absolute error (MAE) of 0.008 Å] predicts bond lengths of a small set of molecules better than the PZSIC-LSDA (MAE 0.042 Å) and LSDA (0.011 Å). Furthermore, this work shows that accurate results can be obtained from the simplest density functional by removing the self-interaction-errors using an appropriately designed SIC method.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Examination of Semi-Analytical Solution Methods in the Coarse Operator of Parareal Algorithm for Power System Simulation

With continuing advances in high-performance parallel computing platforms, parallel algorithms have become powerful tools for development of faster than real-time power system dynamic simulations. In particular, it has been demonstrated in recent years that parallel-in-time (Parareal) algorithms have the potential to achieve such an ambitious goal. Here, the selection of a fast and reasonably accurate coarse operator of the Parareal algorithm is crucial for its effective utilization and performance. This paper examines semi-analytical solution (SAS) methods as the coarse operators of the Parareal algorithm and explores performance of the SAS methods to the standard numerical time integration methods. Two promising time-power series-based SAS methods were considered; Adomian decomposition method and Homotopy analysis method with a windowing approach for improving the convergence. Numerical performance case studies on 10-generator 39-bus system and 327-generator 2383-bus system were performed for these coarse operators over different disturbances, evaluating the number of Parareal iterations, computational time, and stability of convergence. All the coarse operators tested with different scenarios have converged to the same corresponding true solution (if they are convergent) and the SAS methods provide comparable computational speed, while having more stable convergence to the true solution in many cases.

97 MATHEMATICS AND COMPUTING↗

Application of Electrochemical Methods to Molten Salt Reactors: Draft TLR Documenting Assessment of Electrochemical Monitoring

Nuclear Regulatory Commission (NRC) is developing the regulatory framework and technical expertise to support regulatory review of advanced non-water reactors, including molten salt reactors (MSRs). In an MSR, it is essential that the salt chemistry be maintained in a desired range in terms of redox potential for reliable operation and mitigation of corrosion to structural materials in the reactor, particularly the reactor vessel and heater exchanger. Measuring the redox potential of the salt in the reactor would also allow for the material lifetimes to be predicted more accurately, and chemical issues to be diagnosed more quickly. In addition to the chemical composition analysis by ICP-MS, electrochemical methods including potentiometry and linear wave scanning (LSC) were also used in molten salt reactor experiment (MSRE) for redox potential monitoring purposes. Electrochemcial methods offers unique advantages such as quick turnaround in results and unique capability of in-line monitoring of redox potential, and are considered popular electroanalytical techniques that can be used to monitor redox potentials and salt chemistry including impurities. The last two decades have seen significant advances in science and engineering of electrochemical methods for potential application to molten salts. The primary goal of this report is to assist NRC in understanding the monitoring of the salt chemistry by electrochemical methods and provide NRC reviewers with necessary information and tools to support regulatory review of MSR designs. This reports consists of two majors parts—Part 1, chemical potential of molten salts and effects by fission process in MSR; Part 2, assessment of electrochemical methods for application to MSRs. The TRLs of the typical relevant electrochemical methods for molten salts were evaluated based on the DOE TRL guidelines and upon a review of the current status of the electrochemical methods for two typical salt systems, fluoride and chloride, for MSRs.

11 - NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Different methods of estimating riverbed sediment grain size diverge at the basin scale

Introduction: The distribution of sediment grain size in streams and rivers is often quantified by the median grain size (D50), a key metric for understanding and predicting hydrologic and biogeochemical function of streams and rivers. Manual D50 measurements are time-consuming and ignore larger grains, while approaches to model D50 based on catchment characteristics may over-generalize and miss site-scale heterogeneity. Machine learning-enabled object detection methods like You Only Look Once (YOLO) provides an alternative that enables estimation of D50 that is faster than manual measurements and more site-specific than predictions based on catchment characteristics. Methods: To understand the potential role of object detection methods for improving understanding of D50, we compared D50 estimates made manually, predicted from catchment characteristics, and using a YOLO-enabled approach across the Yakima River Basin. Results: We found distinct differences between methods for D50 averages and variability, and relationships between D50 estimates and basin characteristics. Discussion: We discuss the advantages and limitations of object detection methods versus current methods, and explore potential future directions to combine D50 methods to better estimate spatiotemporal variation of D50, and improve incorporation into basin-scale models.

grain size distribution↗

Subspace Methods in Multi-Parameter Seismic Full Waveform Inversion

In full waveform inversion (FWI) high-resolution subsurface model parameters are sought. FWI is normally treated as a nonlinear least-squares inverse problem, in which the minimum of the corresponding misfit function is found by updating the model parameters. When multiple elastic or acoustic properties are solved for, simple gradient methods tend to confuse parameter classes. This is referred to as parameter cross-talk; it leads to incorrect model solutions, poor convergence and strong dependence on the scaling of the different parameter types. Determining step lengths in a subspace domain, rather than directly in terms of gradients of different parameters, is a potentially valuable approach to address this problem. The particular subspace used can be defined over a span of different sets of data or different parameter classes, provided it involves a small number of vectors compared to those contained in the whole model space. Additionally, in a subspace method, the basis vectors are defined first, and a local minimum is found in the space spanned by these. We examine the application of the subspace method within acoustic FWI in determining simultaneously updates for velocity and density. We first discuss the choice of basis vectors to construct the spanned space, from linear updates by distinguishing only the contributions of different parameter classes towards nonlinear updates by adding the contributions of higher-order perturbations of each parameter class. The numerical character of FWI solutions generated via subspace methods involving different basis vectors is then analyzed and compared with traditional FWI methods. The subspace methods can provide better reconstructions of the model, especially for the velocity, as well as improved convergence rates, while the computational costs are still comparable with the traditional FWI methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Discontinuous Galerkin and Related Methods for ODE

A defining feature of the discontinuous Galerkin (DG) method for ODE is that the piecewise polynomial solution can have a jump discontinuity at the beginning of each step. Starting from the standard integral formulation, the DG method is derived here in differential form. The key ingredient is a polynomial called the correction function, which helps ‘correct’ the discontinuous solution by approximating the jump and yields a continuous one. Under the right Radau quadrature, this continuous solution is identical to the solutions by the right Radau collocation and the continuous Galerkin (CG) methods. Next, the correction function facilitates the construction of the associated implicit Runge-Kutta schemes (IRK-DG). Different quadratures for DG result in different IRK-DG methods: left Radau quadrature in Radau IA, right Radau quadrature in Radau IIA or right Radau collocation, and Gauss quadrature in a method called DG-Gauss. The construction of IRK-DG clarifies the meaning and facilitates the proofs of various 𝐵(𝑝), 𝐶(𝜂), and 𝐷(𝜁) conditions for accuracy. The two consequences of these conditions are that all 𝑠-stage IRK-DG methods are accurate to order 2𝑠 − 1, and the IRK-DG methods of Radau type are unique. Numerical examples showing the behavior of the DG solutions are provided. In all, the correction function plays a key role and helps establish the relations among the DG, IRK-DG, collocation, and CG schemes.

numerical methods↗

Discontinuous Galerkin and Related Methods for ODE

Starting from the standard integral formulation, the DG method is derived here in differential form. The key ingredient is a polynomial called the correction function, which helps ‘correct’ the discontinuous solution by approximating the jump and yields a continuous one. Under the right Radau quadrature, this continuous solution is identical to the solutions by the right Radau collocation and the continuous Galerkin (CG) methods. Next, the correction function facilitates the construction of the associated implicit Runge-Kutta schemes (IRK-DG). Different quadratures for DG result in different IRK-DG methods: left Radau quadrature in Radau IA, right Radau quadrature in Radau IIA or right Radau collocation, and Gauss quadrature in a method called DG-Gauss. The construction of IRK-DG clarifies the meaning and facilitates the proofs of various 𝐵(𝑝), 𝐶(𝜂), and 𝐷(𝜁) conditions for accuracy. The two consequences of these conditions are that all 𝑠-stage IRK-DG methods are accurate to order 2𝑠− 1, and the IRK-DG methods of Radau type are unique. Numerical examples showing the behavior of the DG solutions are provided. In all, the correction function plays a key role and helps establish the relations among the DG, IRK DG, collocation, and CG methods.

Numerical Methods for Ordinary Differential Equati↗

A minimally invasive, efficient method for propagation of full-field uncertainty in solid dynamics

In this work, we present a minimally invasive method for forward propagation of material property uncertainty to full-field quantities of interest in solid dynamics. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known a priori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the evolution equations based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the driving term of the evolution equations. The implementation is model independent, storage and communication efficient, and straightforward. We demonstrate its efficiency, accuracy, scaling with dimension of the parameter space, and convergence in distribution with two problems: a quasi-one-dimensional bar impact, and a two material notched plate impact. For the bar impact problem, we provide an analytical solution to PDF of the solution fields for method validation. With the notched plate problem, we also demonstrate good parallel efficiency and scaling of the method.

42 ENGINEERING↗

The Schwarz alternating method for transient solid dynamics

Abstract In our earlier work, we formulated the Schwarz alternating method as a means for concurrent multiscale coupling in finite deformation solid mechanics for quasi‐static problems. Herein, we advance this method for the study of transient dynamic multiscale solid mechanics problems where information is exchanged back and forth between small and large scales. The extension to dynamics relies on the notion of a global time stepper. Within each global time step, the subdomains are coupled by the standard Schwarz iterative process. Remarkably, each subdomain can use its own time step or even its own time integrator to advance its solution in time, provided that they synchronize at each global time step. We study the performance of the Schwarz method on several examples designed for this purpose. Our numerical experiments demonstrate that the method is capable of coupling regions with different mesh resolutions, different element types, and different time integration schemes (e.g., implicit and explicit), all without introducing any artifacts that afflict other coupling methods for transient dynamics. Finally, we apply the dynamic Schwarz alternating method to the simulation of a bolted joint subjected to dynamic loading, as a demonstration of the performance of the method in a realistic scenario.

Mota, Alejandro↗

A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients

Abstract Domain decomposition methods have been proved to be an effective strategy to reduce the dimension of parametric partial differential equations (PDEs). However, existing domain decomposition methods for parametric PDEs are usually intrusive, which means domain decomposition based solvers need to be implemented from scratch for each target parametric PDE. To address this issue, we develop a new non‐intrusive domain‐decomposition model reduction method for linear steady‐state PDEs with random‐field coefficients. As a variant of our previous work by Mu and Zhang, the new method only needs access to the final linear system, that is, the global stiffness matrix and the right hand side, of a deterministic PDE solver, in order to build a domain‐decomposition‐based reduced model without intrusive implementation from scratch. The key idea is to remove the interface condition between sub‐domains and rely on the correlation between columns of the linear system to couple the sub‐domains. The non‐intrusive feature enables the applicability of the proposed method to a broader class of uncertainty quantification problems, where many legacy codes/solvers can be fully reused by our method. Two numerical examples including diffusion equations with random diffusivity and convection‐dominated transport with random velocity, are provided to demonstrate the effectiveness and efficiency of our method.

Zhang, Guannan↗

Yet another parameter-free shape optimization method

The use of node coordinates as design variables in shape optimization offers a larger design space than computer-aided design (CAD)-based shape parameterizations. It also allows for the optimization of legacy designs, i.e., a finite element mesh from an existing design can be readily optimized to meet new performance requirements without involving a CAD model. However, it is well known that the node coordinate parameterization method is fraught with numerical difficulties, which makes it impractical to use. This has led to several of “parameter-free” shape optimization methods that seek the advantages and avoid the pitfalls of the naïve node coordinate parameterization method. These methods come in two main varieties: sensitivity filtering (or gradient smoothing) and consistent filtering. The latter is analogous to the density filter method used in topology optimization (TO). In this work, we use the PDE filter from TO and energy-based filters to implement consistent shape optimization filtering schemes easily and efficiently. Numerical experiments demonstrate that consistent methods are more robust than sensitivity filtering methods.

42 ENGINEERING↗

A systematic comparison of machine learning methods for modeling of dynamic processes applied to combustion emission rate modeling

Ten established, data-driven dynamic algorithms are surveyed and a practical guide for understanding these methods generated. Existing Python programming packages for implementing each algorithm are acknowledged, and the model equations necessary for prediction are presented. A case study on a coal-fired power plant’s NO x emission rates is performed, directly comparing each modeling method’s performance on a mutual system. Each model is evaluated by its root mean squared error (RMSE) on out-of-sample future horizon predictions. Optimal hyperparameters are identified using either an exhaustive search or genetic algorithm. The top five model structures of each method are used to recursively predict future NO x emission rates over a 60-step time horizon. The RMSE at each future timestep is determined, and the recursive output prediction trends compared against measurements in time. The GRU neural network is identified as the best candidate for representing the system, demonstrating accurate and stable predictions across the future horizon by all considered models, while satisfactory performance was observed in several of the ARX/NARX formulations. Finally, these efforts have contributed 1) a concise resource of multiple proven dynamic machine learning methods, 2) a practical guide explaining the use of these methods, effectively lowering the “barrier-to-entry” of deploying such models in control systems, 3) a comparison study evaluating each method’s performance on a mutual system, 4) demonstration of accurate multi-timestep emissions modeling suitable for systems-level control, and 5) generalizable results demonstrating the suitability of each method for prediction over a multi-step future horizon to other complex dynamic systems.

42 ENGINEERING↗