Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic methods”

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 559 records · Page 31

STAR CLUSTER PROPERTIES IN TWO LEGUS GALAXIES COMPUTED WITH STOCHASTIC STELLAR POPULATION SYNTHESIS MODELS

We investigate a novel Bayesian analysis method, based on the Stochastically Lighting Up Galaxies (slug) code, to derive the masses, ages, and extinctions of star clusters from integrated light photometry. Unlike many analysis methods, slug correctly accounts for incomplete initial mass function (IMF) sampling, and returns full posterior probability distributions rather than simply probability maxima. We apply our technique to 621 visually confirmed clusters in two nearby galaxies, NGC 628 and NGC 7793, that are part of the Legacy Extragalactic UV Survey (LEGUS). LEGUS provides Hubble Space Telescope photometry in the NUV, U, B, V, and I bands. We analyze the sensitivity of the derived cluster properties to choices of prior probability distribution, evolutionary tracks, IMF, metallicity, treatment of nebular emission, and extinction curve. We find that slug's results for individual clusters are insensitive to most of these choices, but that the posterior probability distributions we derive are often quite broad, and sometimes multi-peaked and quite sensitive to the choice of priors. In contrast, the properties of the cluster population as a whole are relatively robust against all of these choices. We also compare our results from slug to those derived with a conventional non-stochastic fitting code, Yggdrasil. We show that slug's stochastic models are generally a better fit to the observations than the deterministic ones used by Yggdrasil. However, the overall properties of the cluster populations recovered by both codes are qualitatively similar.

79 ASTRONOMY AND ASTROPHYSICS↗

Reproducibility of fixed-node diffusion Monte Carlo across diverse community codes: The case of water–methane dimer

Fixed-node diffusion quantum Monte Carlo (FN-DMC) is a widely trusted many-body method for solving the Schrödinger equation, known for its reliable predictions of material and molecular properties. Furthermore, its excellent scalability with system complexity and near-perfect utilization of computational power make FN-DMC ideally positioned to leverage new advances in computing to address increasingly complex scientific problems. Even though the method is widely used as a computational gold standard, reproducibility across the numerous FN-DMC code implementations has yet to be demonstrated. This difficulty stems from the diverse array of DMC algorithms and trial wave functions, compounded by the method’s inherent stochastic nature. Here, this study represents a community-wide effort to assess the reproducibility of the method, affirming that yes, FN-DMC is reproducible (when handled with care). Using the water–methane dimer as the canonical test case, we compare results from eleven different FN-DMC codes and show that the approximations to treat the non-locality of pseudopotentials are the primary source of the discrepancies between them. In particular, we demonstrate that, for the same choice of determinantal component in the trial wave function, reliable and reproducible predictions can be achieved by employing the T-move, the determinant locality approximation, or the determinant T-move schemes, while the older locality approximation leads to considerable variability in results. These findings demonstrate that, with appropriate choices of algorithmic details, fixed-node DMC is reproducible across diverse community codes—highlighting the maturity and robustness of the method as a tool for open and reliable computational science.

Della Pia, Flaviano [Univ. of Cambridge (United Ki↗

A bi-fidelity method for the multiscale Boltzmann equation with random parameters

In this paper, we study the multiscale Boltzmann equation with multi-dimensional random parameters by a bi-fidelity stochastic collocation (SC) method developed in [52], [70], [71]. By choosing the compressible Euler system as the low-fidelity model, we adapt the bi-fidelity SC method to combine computational efficiency of the low-fidelity model with high accuracy of the high-fidelity (Boltzmann) model. With only a small number of high-fidelity asymptotic-preserving solver runs for the Boltzmann equation, the bi-fidelity approximation can capture well the macroscopic quantities of the solution to the Boltzmann equation in the random space. Additionally, a priori estimate on the accuracy between the high- and bi-fidelity solutions together with a convergence analysis is established. Finally, we present extensive numerical experiments to verify the efficiency and accuracy of our proposed method.

97 MATHEMATICS AND COMPUTING↗

Quantum Monte Carlo calculations in configuration space with three-nucleon forces

Neutron matter, through its connection to neutron stars as well as systems like cold atom gases, is one of the most interesting yet computationally accessible systems in nuclear physics. The Configuration-Interaction Monte Carlo (CIMC) method is a stochastic many-body technique allowing to tackle strongly coupled systems. In contrast to other Quantum Monte Carlo methods employed in nuclear physics, the CIMC method can be formulated directly in momentum space allowing for an efficient use of non-local interactions. In this work we extend CIMC method to include three-nucleon interactions through the normal-ordered two-body approximation. Here, we present results for the equation of state of neutron matter in line with other many-body calculations that employ low resolution chiral interactions, and provide predictions for the momentum distribution and the static structure factor.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Monte Carlo Direct Simulation Method for Initiation Probability Problems

During the early period of a supercritical system, the growth of fission chains shows a significant stochastic feature. In multiplying medium, it is a probability issue of fail-pass type for a single neutron to sponsor a divergent fission chain, and the probability of success is named as single neutron initiation probability. Meanwhile, in the presence of a weak neutron source, the time at which fission burst occurs also exhibits a stochastic nature, which can be observed on experiments of pulsed reactors such as GODIVA I and GODIVA II. The initiation probability and burst waiting time reflect the dynamic feature of a supercritical system, which are very important for nuclear criticality safety concerns. It is desirable that a supercritical system has an initiation probability very close to zero and releases limited energy in case of criticality accidents. The stochastic process of neutron population evolution in early age in a multiplying system is governed by Bell's equation in the form of an adjoint neutron transport equation with a non-linear fission term. In order to solve this stochastic neutron transport equation, the deterministic method discretizing the phase space was proposed long ago and has been implemented in several SN codes such as Partisn, Ardra and PANDA. However, the deterministic method is of limited usage, due to its poor ability to precisely describe real-world 3D complex geometries and continuous energy neutron spectrum. Recently, Monte Carlo methods have gradually gained attention for solving Bell's equation. Greenman from LLNL proposed an analog Monte Carlo forward-transport method for calculating initiation probability in 2007. He implemented this method by introducing the maximum age parameter, the time sub-interval and the neutron progenitor tag into Mercury in time-dependent fixed-source simulation mode. This method is only suitable for initiation probability calculations, however not for analyzing the randomness of burst waiting time. Later, GANG in 2011 developed the GSMP (Generalized Semi-Markov Process method) Monte Carlo method according to Bell's equation. While the GSMP method, which can deal with both initiation probability and burst waiting time, is flexible and powerful for zero-dimensional problems, it is not favorable when extended to 3D and continuous energy problems due to severe lack of computational efficiency. In 2015, a direct Monte Carlo simulation method for stochastic systems problems was implemented in MCATK, yet this method has not been applied specifically to the burst waiting time. In this work, a new and efficient 3D Monte Carlo direct simulation method for calculating both the initiation probability and the burst waiting time is developed. By taking random factors during evolvement of fission chains into account in dynamic Monte Carlo simulation, this new method has the potential of simulating the whole process from source neutron injection to exponential growth of the neutron population, and finally to extinction of the neutron pulse. This capability is useful in criticality accidents evaluation and pulsed reactor experiments explanation. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Dynamic population balance in molecular-level simulations of hypersonic flows

This report summarizes the work towards developing stochastic weighted particle methods (SWPM) for future application in hypersonic flows. Extensive changes to Sandia’s direct simulation Monte Carlo (DSMC) solver, SPARTA (Stochastic Particle Real Time Analyzer), were made to enable the necessary particle splitting and reduction capabilities for SWPM. The results from one-dimensional Couette and Fourier flows suggest that SWPM can reproduce the correct transport for a large range of Knudsen numbers with adequate accuracy. The associated velocity and temperature profiles are in good agreement with DSMC. An issue with particle placement during particle number reduction, is identified, to which, a simple but effective solution based on minimizing the center of mass error is proposed. High Mach wheel flows are simulated using the SWPM and DSMC methods. SWPM is capable of providing nearly an order of magnitude increase in efficiency over DSMC while retaining high accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A decomposition approach based on meta-heuristics and exact methods for solving a two-stage stochastic biofuel hub-and-spoke network problem

An alternative to the production of fossil transportation fuels is the production of biofuels, particularly, bioethanol. One of the main opportunity areas is the reduction in the overall cost of biofuel. An approach to reduce this cost is to design and implement a supply chain (SC) that considers the quality-related properties of the biomass as well as the economies of scale to minimize the logistics and quality-related costs. This problem is formulated as a hub location problem, which has been classified as an NP-hard problem, thus, meta-heuristics are a suitable approach to solve this problem. We propose a hybrid meta-heuristic solution procedure to solve large-scale instances of a two-stage stochastic biomass-to-biorefinery hub-and-spoke network problem. This solution procedure is proposed to support the large-scale production and distribution of bioethanol by considering the variability in its moisture and ash contents. The hybrid method utilizes a simulated annealing-simplex method to find an initial solution and a tabu search-simplex method to improve the solution. Numerical experimentation was performed on a realistic case study in Texas. The findings demonstrate that the hybrid procedure outperforms the standard L-shaped (LS) method. The meta-heuristic combining simulated annealing and tabu search with the simplex method (SATS-SM) achieved 2.48% lower costs and required 96.57% less time, on average, when compared to the results from using the LS.

09 BIOMASS FUELS↗

Particulate Fuel Modeling of MC 2 -3 using Iterative Local Spatial Self-shielding Method

We report a new spatial self-shielding method for particulate fuels has been developed based on disadvantage factors and implemented in the MC 2 -3 code. This method named the iterative local spatial self-shielding (ILSS) method considers the shadowing effect of randomly distributed particles on spatial self-shielding in particles through a homogenized composition region added outside the particle of interest at the center. The self-shielded cross sections of the central particle are determined iteratively since they are used in determining the cross sections of the homogenized composition region. The ILSS method was verified for infinite stochastic medium problems of single and multiple types of particles, VHTR unit cell problems, and HTTR assembly problems. The verification test results show that the ILSS method accurately predicts the stochastic particle shadowing effect and reaction rates in particles, whereas the regular array model and the stochastic collision probability method underpredict the particle shadowing effect and overestimate reaction rates in particles.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Adaptive Sampling Trust Region Method for Bi-fidelity Simulation Optimization [SWR-25-166]

Adaptive Sampling Trust Region Method for Bi-fidelity Simulation Optimization aims to demonstrate the effect of adaptive sampling-based bi-fidelity stochastic trust region method (ASTRO-BFDF). ASTRO-BFDF, derived from a derivative-free adaptive sampling trust-region optimization (ASTRO-DF) (Shashaani et al. 2018, Ha and Shashaani 2023), intended to efficiently solve the bi-fidelity simulation optimization.

Mueller, Juliane [National Laboratory of the Rocki↗

Probabilistic finite elements for fatigue and fracture analysis

Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.

Belytschko, Ted↗

Source term characterization for SNM pit storage facilities

In order to properly design a mobile system to validate and verify the presence of special nuclear materials for non-proliferation and safeguards applications, accurate modeling of source materials is imperative. In this work, models were developed for use in design assessments based on an AL-R8 SNM standardized container specification to determine the radioactive signatures for both highly enriched uranium (HEU) and weapons plutonium (WGPu) special nuclear materials (SNM) housed in the containers. Intrinsic gamma boundary leakage currents were evaluated for this system, performed using 3D fixed-source deterministic SN photon transport (PENTRAN) as well as with stochastic Monte Carlo methods (MCNP5). Group-dependent leakage radiation terms were calculated at two 'source box' interfaces within the models, one directly surrounding the SNM source, and one immediately surrounding the canister. Analysis showed good agreement between the two models for energy groups of interest, based on a 24 group gamma library established for HEU and WGPu gamma signatures of interest. Intrinsic and neutron induced gamma leakage was determined using Monte Carlo calculations, and the combined gamma signatures were then treated as a net gamma leakage to be used in subsequent photon transport calculations. Neutron leakage based on the BUGLE-96 47 group structure was determined using Monte Carlo calculations for the WGPu canisters. These results will be used to evaluate the source term from stored nuclear materials and augment our efforts to design a detection system to validate the presence of these materials for safeguards purposes. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Data-Consistent Solutions to Stochastic Inverse Problems Using a Probabilistic Multi-Fidelity Method Based on Conditional Densities

In this work, we build upon a recently developed approach for solving stochastic inverse problems based on a combination of measure-theoretic principles and Bayes' rule. We propose a multi-fidelity method to reduce the computational burden of performing uncertainty quantification using high-fidelity models. This approach is based on a Monte Carlo framework for uncertainty quantification that combines information from solvers of various fidelities to obtain statistics on the quantities of interest of the problem. In particular, our goal is to generate samples from a high-fidelity push-forward density at a fraction of the costs of standard Monte Carlo methods, while maintaining flexibility in the number of random model input parameters. Key to this methodology is the construction of a regression model to represent the stochastic mapping between the low- and high-fidelity models, such that most of the computations can be leveraged to the low-fidelity model. To that end, we employ Gaussian process regression and present extensions to multi-level-type hierarchies as well as to the case of multiple quantities of interest. Finally, we demonstrate the feasibility of the framework in several numerical examples.

97 MATHEMATICS AND COMPUTING↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Time domain probabilistic seismic risk analysis using ground motion prediction equations of Fourier amplitude spectra

Modeling of Fourier amplitude spectra (FAS) of seismic motions has gained much attention in engineering seismology. In the past few years, several ground motion prediction equations (GMPEs) and inter-frequency correlation structure of FAS have been established. Due to many preferable characteristics of FAS, probabilistic seismic hazard/risk analysis is rapidly changing from ergodic, spectrum acceleration Sa(T 0 )-based approach to non-ergodic, site-specific, FAS-based approach. This paper presents time domain intrusive framework for probabilistic seismic risk analysis using GMPE of FAS. Herein, methodology for time domain stochastic ground motion modeling based on GMPEs of FAS is presented in some detail. The simulated uncertain motions are modeled as a random process and represented by polynomial chaos Karhunen-Loève expansion. The random process excitations are further propagated into the uncertain structural system using Galerkin stochastic finite element method (SFEM). Probabilistic evolution of structural response is solved, and such solution is used to develop seismic risk for any damage state. The presented framework is illustrated through seismic risk analysis of a four-story building subjected to possible earthquakes from two strike slip faults. The influences of the epistemic uncertainties in source stress drop Δσ and site attenuation κ0 on seismic risk are investigated. The need for non-ergodic seismic risk analysis with source-specific and site specific characterizations is emphasized.

58 GEOSCIENCES↗

Comparing thermal wave function methods for multi-configuration time-dependent Hartree simulations

We compare two methods for creating stochastic temperature wave functions that can be used for Multi-Configuration Time-Dependent Hartree (MCTDH) simulations. In the first method, the MCTDH coefficients are chosen randomly, while the other method uses a single Hartree product of random single-particle functions (SPFs). We find that using random SPFs dramatically improves convergence for a model system for surface sticking.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Simultaneous stochastic inversion for geomagnetic main field and secular variation. II - 1820-1980

With the aim of producing readable time-dependent maps of the geomagnetic field at the core-mantle boundary, the method of simultaneous stochastic inversion for the geomagnetic main field and secular variation, described by Bloxham (1987), was applied to survey data from the period 1820-1980 to yield two time-dependent geomagnetic-field models, one for the period 1900-1980 and the other for 1820-1900. Particular consideration was given to the effect of crustal fields on observations. It was found that the existing methods of accounting for these fields as sources of random noise are inadequate in two circumstances: (1) when sequences of measurements are made at one particular site, and (2) for measurements made at satellite altitude. The present model shows many of the features in the earth's magnetic field at the core-mantle boundary described by Bloxham and Gubbins (1985) and supports many of their earlier conclusions.

Bloxham, Jeremy↗

Computation of output feedback gains for linear stochastic systems using the Zangnill-Powell Method

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

Kaufman, H.↗