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At least 703 records · Page 39

Path-space variational inference for non-equilibrium coarse-grained systems

In this paper we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular simulations. The latter are ubiquitous in physicochemical and biological applications, where they are typically associated with coupling mechanisms, multi-physics and/or boundary conditions. In general the non-equilibrium steady states are not known explicitly as they do not necessarily have a Gibbs structure. The presented approach can compare microscopic behavior of molecular systems to parametric and non-parametric coarse-grained models using the relative entropy between distributions on the path space and setting up a corresponding path-space variational inference problem. The methods can become entirely data-driven when the microscopic dynamics are replaced with corresponding correlated data in the form of time series. Furthermore, we present connections and generalizations of force matching methods in coarse-graining with path-space information methods. We demonstrate the enhanced transferability of information-based parameterizations to different observables, at a specific thermodynamic point, due to information inequalities. We discuss methodological connections between information-based coarse-graining of molecular systems and variational inference methods primarily developed in the machine learning community. However, we note that the work presented here addresses variational inference for correlated time series due to the focus on dynamics. The applicability of the proposed methods is demonstrated on high-dimensional stochastic processes given by overdamped and driven Langevin dynamics of interacting particles.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Comparison of different moment-closure approximations for stochastic chemical kinetics

In recent years, moment-closure approximations (MAs) of the chemical master equation have become a popular method for the study of stochastic effects in chemical reaction systems. Several different MA methods have been proposed and applied in the literature, but it remains unclear how they perform with respect to each other. In this paper, we study the normal, Poisson, log-normal, and central-moment-neglect MAs by applying them to understand the stochastic properties of chemical systems whose deterministic rate equations show the properties of bistability, ultrasensitivity, and oscillatory behaviour. Our results suggest that the normal MA is favourable over the other studied MAs. In particular, we found that (i) the size of the region of parameter space where a closure gives physically meaningful results, e.g., positive mean and variance, is considerably larger for the normal closure than for the other three closures, (ii) the accuracy of the predictions of the four closures (relative to simulations using the stochastic simulation algorithm) is comparable in those regions of parameter space where all closures give physically meaningful results, and (iii) the Poisson and log-normal MAs are not uniquely defined for systems involving conservation laws in molecule numbers. We also describe the new software package MOCA which enables the automated numerical analysis of various MA methods in a graphical user interface and which was used to perform the comparative analysis presented in this paper. MOCA allows the user to develop novel closure methods and can treat polynomial, non-polynomial, as well as time-dependent propensity functions, thus being applicable to virtually any chemical reaction system.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Integration of progressive hedging and dual decomposition in stochastic integer programs

We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD to an exact solution. As a result, we report computational results on server location and unit commitment instances.

97 MATHEMATICS AND COMPUTING↗

Impact of Uncertainty from Load-Based Reserves and Renewables on Dispatch Costs and Emissions

Aggregations of controllable loads are considered to be a fast-responding, cost-efficient, and environmental-friendly candidate for power system ancillary services. Unlike conventional service providers, the potential capacity from the aggregation is highly affected by factors like ambient conditions and load usage patterns. Previous work modeled aggregations of controllable loads (such as air conditioners) as thermal batteries, which are capable of providing reserves but with uncertain capacity. A stochastic optimal power flow problem was formulated to manage this uncertainty, as well as uncertainty in renewable generation. In this paper, we explore how the types and levels of uncertainty, generation reserve costs, and controllable load capacity affect the dispatch solution, operational costs, and CO2 emissions. We also compare the results of two methods for solving the stochastic optimization problem, namely the probabilistically robust method and analytical reformulation assuming Gaussian distributions. Case studies are conducted on a modified IEEE 9-bus system with renewables, controllable loads, and congestion. We find that different types and levels of uncertainty have significant impacts on dispatch and emissions. More controllable loads and less conservative solution methodologies lead to lower costs and emissions.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗

A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos - capturing all scales of random modes on independent grids

Highlights: {yields} New approach for stochastic computations based on polynomial chaos. {yields} Development of dynamically adaptive wavelet multiscale solver using space refinement. {yields} Accurate capture of steep gradients and multiscale features in stochastic problems. {yields} All scales of each random mode are captured on independent grids. {yields} Numerical examples demonstrate the need for different space resolutions per mode. - Abstract: In stochastic computations, or uncertainty quantification methods, the spectral approach based on the polynomial chaos expansion in random space leads to a coupled system of deterministic equations for the coefficients of the expansion. The size of this system increases drastically when the number of independent random variables and/or order of polynomial chaos expansions increases. This is invariably the case for large scale simulations and/or problems involving steep gradients and other multiscale features; such features are variously reflected on each solution component or random/uncertainty mode requiring the development of adaptive methods for their accurate resolution. In this paper we propose a new approach for treating such problems based on a dynamically adaptive wavelet methodology involving space-refinement on physical space that allows all scales of each solution component to be refined independently of the rest. We exemplify this using the convection-diffusion model with random input data and present three numerical examples demonstrating the salient features of the proposed method. Thus we establish a new, elegant and flexible approach for stochastic problems with steep gradients and multiscale features based on polynomial chaos expansions.

97 MATHEMATICS AND COMPUTING↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗

Summer term 2018 work with IMC radiative transport in binary stochastic media

In the quest for new and improved methods to solve thermal radiation transport in stochastic media, this summer project was to characterize radation transport in a deterministic lattice problem that represents a real, binary stochastic media. A representative geometry for a binary stochastic media consisting of a cube of a high volume fraction media containing constant-diameter non-overlappying spheres randomly distributed within was run previously. Previous thermal radiation wave problems in binary stochastic media displayed three characteristic thermal energy deposition wavefronts in the following order, front of the spheres, bulk material, and the backs of the spheres. Several physical aspects of the representative geometry for a stochastic binary media using an optically thin background with optically thick spheres were analyzed. This analysis includes wave speed propagation using a one dimensional diffusion approximation, energy fluence transmission, and material energy deposition. The approaches to analysis included representing one sphere of the high opacity material in a diffusive background of the low opacity material, as well as repeating spheres in a column con guration with reflective boundary conditions to approximate a lattice. Additionally, both atomic mix and Levermore-Pomraning homogenization schemes were compared against the representative cube geometry as well as the sphere column lattice geometry. The wave speed analysis with a one dimensional Marshak diffusion wave was largely ineffective at determining an effective opacity value to which a problem could be homogenized, likely due to low mean free path resolution within the problem. However, the sphere column lattice geometry showed promising results for approximating the energy fluence transmitted through the problem domain. One concern with the sphere column lattice geometry indicated the high forward-bias effect of fluence reaching the problem boundary due to streaming paths around the spheres in the case of small mean free path resolution of the background material.

36 MATERIALS SCIENCE↗

An Ensemble Optimization Framework for Coupled Design of Hydropower Contracts and Real-Time Reservoir Operating Rules

Often, revenues from hydropower generation depend on the operator's ability to provide firm power in the presence of uncertain inflows. The primary options available for optimizing revenue are negotiation of a firm power contract before operations begin and adjustment of the reservoir release during operations. Contract and release strategy optimization are closely coupled and most appropriately analyzed with stochastic real-time control methods. Here we use an ensemble-based approach to stochastic optimization that provides a convenient way to construct nonparametric revenue probability distributions to explore the implications of uncertainty. The firm power contract is a simplified bilateral fixed price agreement that partially insulates operator and buyer from price fluctuations. The release control laws and firm energy target are jointly optimized to maximize the operator's expected revenue. Revenue probability distributions and related spill performance statistics indicate that predictive operating strategies such as stochastic dynamic programming and model predictive control can give significantly better performance than standard deterministic operating rules. The performance obtained from batch optimization with perfect inflow information establishes a convenient upper bound on potential revenue and provides a baseline for assessing the significance of differences between real-time operating strategies. Sensitivity analysis indicates that the benefits of predictive operational strategies are greatest for reservoirs with medium nondimensional residence times and less important for reservoirs with large residence times. Overall, probabilistic analysis of the coupled hydropower contract-operations problem provides a realistic way to assess revenue and risk for reservoirs that must provide firm power when inflows are uncertain.

13 HYDRO ENERGY↗

Optimal active control for Burgers equations

A method for active fluid flow control based on control theory is discussed. Dynamic programming and fixed point successive approximations are used to accommodate the nonlinear control problem. The long-term goal of this project is to establish an effective method applicable to complex flows such as turbulence and jets. However, in this report, the method is applied to stochastic Burgers equation as an intermediate step towards this goal. Numerical results are compared with those obtained by gradient search methods.

Ikeda, Yutaka↗

Data-Driven Benchmarking of Building Energy Efficiency Utilizing Statistical Frontier Models

Frontier methods quantify the energy efficiency of buildings by forming an efficient frontier (best-practice technology) and by comparing all buildings against that frontier. Because energy consumption fluctuates over time, the efficiency scores are stochastic random variables. Existing applications of frontier methods in energy efficiency either treat efficiency scores as deterministic values or estimate their uncertainty by resampling from one set of measurements. Availability of smart meter data (repeated measurements of energy consumption of buildings) enables using actual data to estimate the uncertainty in efficiency scores. Additionally, existing applications assume a linear form for an efficient frontier; i.e.,they assume that the best-practice technology scales up and down proportionally with building characteristics. However, previous research shows that buildings are nonlinear systems. This paper proposes a statistical method called stochastic energy efficiency frontier (SEEF) to estimate a bias-corrected efficiency score and its confidence intervals from measured data. The paper proposes an algorithm to specify the functional form of the frontier, identify the probability distribution of the efficiency score of each building using measured data, and rank buildings based on their energy efficiency. To illustrate the power of SEEF, this paper presents the results from applying SEEF on a smart meter data set of 307 residential buildings in the United States. SEEF efficiency scores are used to rank individual buildings based on energy efficiency, to compare subpopulations of buildings, and to identify irregular behavior of buildings across different time-of-use periods. SEEF is an improvement to the energy-intensity method (comparing kWh/sq.ft.): whereas SEEF identifies efficient buildings across the entire spectrum of building sizes, the energy-intensity method showed bias toward smaller buildings. The results of this research are expected to assist researchers and practitioners compare and rank (i.e.,benchmark) buildings more robustly and over a wider range of building types and sizes. Eventually, doing so is expected to result in improved resource allocation in energy-efficiency programs.

Kavousian, A↗

On the numerical treatment of dissipative particle dynamics and related systems

We review and compare numerical methods that simultaneously control temperature while preserving the momentum, a family of particle simulation methods commonly used for the modelling of complex fluids and polymers. The class of methods considered includes dissipative particle dynamics (DPD) as well as extended stochastic-dynamics models incorporating a generalized pairwise thermostat scheme in which stochastic forces are eliminated and the coefficient of dissipation is treated as an additional auxiliary variable subject to a feedback (kinetic energy) control mechanism. In the latter case, we consider the addition of a coupling of the auxiliary variable, as in the Nosé–Hoover–Langevin (NHL) method, with stochastic dynamics to ensure ergodicity, and find that the convergence of ensemble averages is substantially improved. To this end, splitting methods are developed and studied in terms of their thermodynamic accuracy, two-point correlation functions, and convergence. In terms of computational efficiency as measured by the ratio of thermodynamic accuracy to CPU time, we report significant advantages in simulation for the pairwise NHL method compared to popular alternative schemes (up to an 80% improvement), without degradation of convergence rate. The momentum-conserving thermostat technique described here provides a consistent hydrodynamic model in the low-friction regime, but it will also be of use in both equilibrium and nonequilibrium molecular simulation applications owing to its efficiency and simple numerical implementation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Model reduction methods for population dynamics with fast-switching environments: Reduced master equations, stochastic differential equations, and applications

Here we study stochastic population dynamics coupled to fast external environments and combine expansions in the inverse switching rate of the environment and a Kramers–Moyal expansion in the inverse size of the population. This leads to a series of approximation schemes, capturing both intrinsic and environmental noise. These methods provide a means of efficient simulation and we show how they can be used to obtain analytical results for the fluctuations of population dynamics in switching environments. We place the approximations in relation to existing work on piecewise-deterministic and piecewise-diffusive Markov processes. Finally, we demonstrate the accuracy and efficiency of these model-reduction methods in different research fields, including systems in biology and a model of crack propagation.

59 BASIC BIOLOGICAL SCIENCES↗

Stochastic Unit Commitment: Model Reduction via Learning

As weather-dependent renewable generation increases its share in the generation mix of most electric energy systems, a stochastic unit commitment becomes the natural day-ahead scheduling tool. However, such a tool is generally computationally intractable if a detailed uncertainty description is considered. Taking this into account, we proposed a learning method to make the stochastic unit commitment problem tractable. Here, recent advances in statistical learning and machine learning to address optimization problems can be advantageously applied to the rather intractable stochastic unit commitment problem. Considering these advances, we explore simple learning techniques to drastically reduce the size of a stochastic unit commitment problem without significantly altering its optimal solution. The considered stochastic unit commitment problem is formulated as a two-stage stochastic programming problem. The first stage represents commitment decisions, while the second one represents the operation conditions under different scenarios. Taking into account historical solved instances (or proxies for them), we reduce the size (measured by numbers of constraints and variables) of the stochastic unit commitment problem by (i) fixing unchanged binary variables and by (ii) eliminating inactive inequality constraints. Our numerical results show that the reduced problem generally requires significantly less time to solve while obtaining high-quality solutions, which are very close to or indistinguishable from the one obtained by solving the original problem. We use an Illinois 200-bus system to illustrate and characterize the performance of the proposed problem-reduction method.

42 ENGINEERING↗

Studies of concentration and temperature dependences of precipitation kinetics in iron-copper alloys using kinetic Monte Carlo and stochastic statistical simulations

The previously developed ab initio model and the kinetic Monte Carlo method (KMCM) are used to simulate precipitation in a number of iron-copper alloys with different copper concentrations x and temperatures T. The same simulations are also made using an improved version of the previously suggested stochastic statistical method (SSM). The results obtained enable us to make a number of general conclusions about the dependences of the decomposition kinetics in Fe-Cu alloys on x and T. We also show that the SSM usually describes the precipitation kinetics in good agreement with the KMCM, and using the SSM in conjunction with the KMCM allows extending the KMC simulations to the longer evolution times. The results of simulations seem to agree with available experimental data for Fe-Cu alloys within statistical errors of simulations and the scatter of experimental results. Comparison of simulation results with experiments for some multicomponent Fe-Cu-based alloys allows making certain conclusions about the influence of alloying elements in these alloys on the precipitation kinetics at different stages of evolution.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Knowledge-based processing for aircraft flight control

This Contractor Report documents research in Intelligent Control using knowledge-based processing in a manner dual to methods found in the classic stochastic decision, estimation, and control discipline. Such knowledge-based control has also been called Declarative, and Hybid. Software architectures were sought, employing the parallelism inherent in modern object-oriented modeling and programming. The viewpoint adopted was that Intelligent Control employs a class of domain-specific software architectures having features common over a broad variety of implementations, such as management of aircraft flight, power distribution, etc. As much attention was paid to software engineering issues as to artificial intelligence and control issues. This research considered that particular processing methods from the stochastic and knowledge-based worlds are duals, that is, similar in a broad context. They provide architectural design concepts which serve as bridges between the disparate disciplines of decision, estimation, control, and artificial intelligence. This research was applied to the control of a subsonic transport aircraft in the airport terminal area.

Painter, John H.↗

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↗

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗