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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Robust Statistical Approach for Determination of Graphite Nitridation Using Bayesian Model Comparison

A better estimation of surface reaction efficiency of semiconductor-grade graphite with atomic nitrogen, as well as the calibration error are calculated using Bayesian updating based on experimental data. Compared with a conventional deterministic model, the stochastic model approach is a powerful tool in the sense that the model is capable of taking into account underlying error correlations among the data quantities. In this paper, we investigate four different stochastic models (called “stochastic system model classes” herein) corresponding to different descriptions of modeling and measurement error structures, given one deterministic physical model. These stochastic system model classes differ in the covariance matrix structure that is used in the uncertainty model to represent uncertainties associated with the physical model and experimental measurements. For each model class, Bayesian inference is used to estimate the posterior probabilities of the physical model parameters as well as of the stochastic model parameters. Model comparison and selection are then applied based on two measures including Bayesian evidence and Bayesian information criterion, as well as the deviance information criterion. Both measures suggest the stochastic model class, which considers that a correlation between errors in two data quantities among different data points is the most plausible. With the stochastic model class, the range of uncertainty in surface reaction efficiency is estimated to be about two orders of magnitude at [Formula: see text].

Engineering↗
DOE OSTI2024

Stochastic economic dispatch of wind power under uncertainty using clustering-based extreme scenarios

Operation of power systems with high penetrations of renewable energy sources requires tools for robust decision making under uncertainty. Stochastic economic dispatch and stochastic unit commitment are effective techniques for planning and operation under uncertainty, whose effectiveness depends on the cardinality and quality of the scenario set. Here, this article proposes a machine learning method using -means clustering for capturing relevant physical information from a large population of analog scenarios. Extreme scenario samples drawn from the clusters are used in a two-stage stochastic economic dispatch computation. The effectiveness of the proposed approach is assessed on a synthetic 200-bus system with a geographic footprint over Illinois, USA for four months from each season of WIND Toolkit data. The combination of -means clustering with importance sampling is shown to reduce the total operational cost by over 43% compared to sampling from populations based on heuristic clustering-based methods. Additionally, the variability in the mean cost is about 56% lower than the variability using Monte Carlo sampling. Moreover, the operational cost with the presented approach is shown to be close to the cost calculated based on a hindsight exact wind profile, signifying a highly accurate quantification of wind uncertainty by the presented -means clustering based sampling method.

17 WIND ENERGY↗
NASA NTRS2019

TURBOMAT: A Probabilistic Turbomachinery Aeroelastic Analysis Tool

An integration of aeroelastic analysis procedures with probabilistic analysis methods enables us to design safe reliable engines with quantified reliability. Towards this goal, a graphical user interface (GUI) based tool that integrates the codes Aeroelastic analysis of propfans (ASTROP2) and Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) is developed. The tool entitled TURBOMachinery Aeroelastic Analysis Tool (TURBOMAT), is developed utilizing the MATrix Laboratory (Matlab) Guide (Graphical User Interface Development) tool box. TURBOMAT provides a user friendly computational environment for rapid assessment of Turbomachinery blades flutter characteristics, subjected to uncertain loading conditions with variability in material and aerodynamic properties. The tool is seen as an education tool for new students and young engineers starting their careers in structural Aeroelasticity who want to learn and understand aeroelastic aspects of turbomachinery components, fans, compressors and turbines, including uncertainties in loading and material properties.A typical fan blade configuration geometry was chosen to demonstrate the tool. The results are presented in the form of probabilistic density function (PDF), the cumulative distribution function (CDF) and sensitivity factors. Both first order fast probability integration (FPI) and the Monto Carlo (MC) techniques are used in the analysis and compared. The tool enabled us to quantify blade flutter reliability as well as the ranking of uncertain variables and their importance to blade flutter response.

Aeroelastic Analysis↗
NASA NTRS1994

Physical Models of Cognition

This paper presents and discusses physical models for simulating some aspects of neural intelligence, and, in particular, the process of cognition. The main departure from the classical approach here is in utilization of a terminal version of classical dynamics introduced by the author earlier. Based upon violations of the Lipschitz condition at equilibrium points, terminal dynamics attains two new fundamental properties: it is spontaneous and nondeterministic. Special attention is focused on terminal neurodynamics as a particular architecture of terminal dynamics which is suitable for modeling of information flows. Terminal neurodynamics possesses a well-organized probabilistic structure which can be analytically predicted, prescribed, and controlled, and therefore which presents a powerful tool for modeling real-life uncertainties. Two basic phenomena associated with random behavior of neurodynamic solutions are exploited. The first one is a stochastic attractor ; a stable stationary stochastic process to which random solutions of a closed system converge. As a model of the cognition process, a stochastic attractor can be viewed as a universal tool for generalization and formation of classes of patterns. The concept of stochastic attractor is applied to model a collective brain paradigm explaining coordination between simple units of intelligence which perform a collective task without direct exchange of information. The second fundamental phenomenon discussed is terminal chaos which occurs in open systems. Applications of terminal chaos to information fusion as well as to explanation and modeling of coordination among neurons in biological systems are discussed. It should be emphasized that all the models of terminal neurodynamics are implementable in analog devices, which means that all the cognition processes discussed in the paper are reducible to the laws of Newtonian mechanics.

Zak, Michail↗
NASA NTRS2006

Towards a Theory of Sampled-Data Piecewise-Deterministic Markov Processes

The analysis and design of practical control systems requires that stochastic models be employed. Analysis and design tools have been developed, for example, for Markovian jump linear continuous and discrete-time systems, piecewise-deterministic processes (PDP's), and general stochastic hybrid systems (GSHS's). These model classes have been used in many applications, including fault tolerant control and networked control systems. This paper presents initial results on the analysis of a sampled-data PDP representation of a nonlinear sampled-data system with a jump linear controller. In particular, it is shown that the state of the sampled-data PDP satisfies the strong Markov property. In addition, a relation between the invariant measures of a sampled-data system driven by a stochastic process and its associated discrete-time representation are presented. As an application, when the plant is linear with no external input, a sufficient testable condition for the convergence in distribution to the invariant delta Dirac measure is given.

Herencia-Zapana, Heber↗
DOE OSTI2020

STOCHASTIC OPTIMIZATION FOR LONG TERM CAPITAL STRUCTURES, SYSTEMS, AND COMPONENTS REFURBISHMENT AND REPLACEMENT

As commercial nuclear power plants (NPPs) pursue extended plant operations in the form of Second License Renewals (SLRs), opportunities exist for these plants to provide capital investments to ensure long-term, safe, and economic performance. Several utilities have already announced their intention to pursue extended operations for one or more of their NPPs via SLR2. The goal of this research is to develop a riskinformed approach to evaluate and prioritize plant capital investments made in preparation for, and during the period of, extended plant operations to support decisions in NPP operations. In order to prioritize project selection via a riskinformed approach we developed a single decision-making tool that integrates safety/reliability, cost, and stochastic optimization models to provide users with data analysis capabilities to more cost effectively manage plant assets. Both stochastic analysis methods—such as Monte Carlo-based sampling strategies—and multi-stage stochastic optimization strategies are employed to provide priority lists to decisionmakers in support of risk-informed decisions. We applied the proposed method to a trial application of projected replacement/refurbishment expenditures for plant capital assets (i.e., Structures, Systems, and Components [SSCs]). The objective is to optimize the SSC replacement/refurbishment schedule in terms of economic constraints, data uncertainties, and SSC reliability data, as well to generate a priority list for maximizing returns on investment.

42 ENGINEERING↗
NASA NTRS1999

Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

Williams Colin P.↗
DOE OSTI2023

Data-Driven Transition Path Analysis Yields a Statistical Understanding of Sudden Stratospheric Warming Events in an Idealized Model

Abstract Atmospheric regime transitions are highly impactful as drivers of extreme weather events, but pose two formidable modeling challenges: predicting the next event (weather forecasting) and characterizing the statistics of events of a given severity (the risk climatology). Each event has a different duration and spatial structure, making it hard to define an objective “average event.” We argue here that transition path theory (TPT), a stochastic process framework, is an appropriate tool for the task. We demonstrate TPT’s capacities on a wave–mean flow model of sudden stratospheric warmings (SSWs) developed by Holton and Mass, which is idealized enough for transparent TPT analysis but complex enough to demonstrate computational scalability. Whereas a recent article (Finkel et al. 2021) studied near-term SSW predictability, the present article uses TPT to link predictability to long-term SSW frequency. This requires not only forecasting forward in time from an initial condition, but also backward in time to assess the probability of the initial conditions themselves. TPT enables one to condition the dynamics on the regime transition occurring, and thus visualize its physical drivers with a vector field called the reactive current . The reactive current shows that before an SSW, dissipation and stochastic forcing drive a slow decay of vortex strength at lower altitudes. The response of upper-level winds is late and sudden, occurring only after the transition is almost complete from a probabilistic point of view. This case study demonstrates that TPT quantities, visualized in a space of physically meaningful variables, can help one understand the dynamics of regime transitions.

Meteorology & Atmospheric Sciences↗
DOE OSTI2020

A Bayesian Approach to Regional Decadal Predictability: Sparse Parameter Estimation in High-Dimensional Linear Inverse Models of High-Latitude Sea Surface Temperature Variability

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model (LIM), has been widely used for regional climate predictability studies—typically focusing more on tropical or midlatitude studies. However, most LIM fitting techniques rely on point estimation techniques deriving from fluctuation–dissipation theory. In this methodological study we explore the use of Bayesian inference techniques for LIM parameter estimation of sea surface temperature (SST), to quantify the skillful decadal predictability of Bayesian LIM models at high latitudes. We show that Bayesian methods, when compared to traditional point estimation methods for LIM-type models, provide better calibrated probabilistic skill, while simultaneously providing better point estimates due to the regularization effect of the prior distribution in high-dimensional problems. We compare the effect of several priors, as well as maximum likelihood estimates, on 1) estimating parameter values on a perfect model experiment and 2) producing calibrated 1-yr SST anomaly forecast distributions using a preindustrial control run of the Community Earth System Model (CESM). Finally, we employ a host of probabilistic skill metrics to determine the extent to which an LIM can forecast SST anomalies at high latitudes. We find that the choice of prior distribution has an appreciable impact on estimation outcomes, and priors that emphasize physically relevant properties enhance the model’s ability to capture variability of SST anomalies.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1988

Probabilistic structural analysis computer code (NESSUS)

Probabilistic structural analysis has been developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as SSME turbopump blades. The computer code NESSUS (Numerical Evaluation of Stochastic Structure Under Stress) was developed to serve as a primary computation tool for the characterization of the probabilistic structural response due to the stochastic environments by statistical description. The code consists of three major modules NESSUS/PRE, NESSUS/FEM, and NESSUS/FPI. NESSUS/PRE is a preprocessor which decomposes the spatially correlated random variables into a set of uncorrelated random variables using a modal analysis method. NESSUS/FEM is a finite element module which provides structural sensitivities to all the random variables considered. NESSUS/FPI is Fast Probability Integration method by which a cumulative distribution function or a probability density function is calculated.

Shiao, Michael C.↗
DOE OSTI2022

Optimization of Integrated Energy Systems

Integrated energy systems that couple nuclear power plants with additional products including hydrogen, storage, or synthetic fuels provide a more flexible energy source that can be more economical than generating electricity alone. Determining the size and shape of these systems and optimizing their operation is challenging. INL, through the IES program, has developed optimization software to help solve these challenges. Holistic Energy Resource Optimization Network (HERON) is a software tool to optimize the size and capacity of integrated energy systems using stochastic optimization. Optimization of Real-time Capacity Allocation (ORCA) is a software tool under development to perform real-time economic optimization of these systems using economic model predictive control. An overview of these tools and a discussion of their optimization methods will be presented in this talk.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Stochastic thermodynamic cycles of a mesoscopic thermoelectric engine

Here, we analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased reservoirs at a colder temperature, such that work is extracted under the form of a steady-state current against the bias. In single realizations of the dynamics of this steady-state engine autonomous, four-stroke cycles can be identified. The cycles are purely stochastic, in contrast to mechanical autonomous engines which exhibit self-oscillations. In particular, these cycles fluctuate in direction and duration and occur in competition with other spurious cycles. Using a stochastic thermodynamic approach, we quantify the cycle fluctuations and relate them to the entropy produced during individual cycles. We identify the cycle mainly responsible for the engine performance and quantify its statistics with tools from graph theory. We show that such stochastic cycles are made possible because the work extraction mechanism is itself stochastic instead of the periodic time dependence in the working-substance Hamiltonian which can be found in conventional mechanical engines. Our investigation brings new perspectives about the connection between cyclic and steady-state engines.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2021

Challenges and opportunities in verification and validation of low temperature plasma simulations and experiments

This paper describes the verification and validation (V&V) framework developed for the stochastic Particle-in-Cell, Direct Simulation Monte Carlo code Aleph. An ideal framework for V&V from the viewpoint of the authors is described where a physics problem is defined, and relevant physics models and parameters to the defined problem are assessed and captured in a Phenomena Identification and Ranking Table (PIRT). Furthermore, numerous V&V examples guided by the PIRT for a simple gas discharge are shown to demonstrate the V&V process applied to a real-world simulation tool with the overall goal to demonstrably increase the confidence in the results for the simulation tool and its predictive capability. Although many examples are provided here to demonstrate elements of the framework, the primary goal of this work is to introduce this framework and not to provide a fully complete implementation, which would be a much longer document. Comparisons and contrasts are made to more usual approaches to V&V, and techniques new to the low-temperature plasma community are introduced. Specific challenges relating to the sufficiency of available data (e.g., cross sections), the limits of ad hoc validation approaches, the additional difficulty of utilizing a stochastic simulation tool, and the extreme cost of formal validation are discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Stochastic density functional theory: Real- and energy-space fragmentation for noise reduction

Stochastic density functional theory (sDFT) is becoming a valuable tool for studying ground-state properties of extended materials. The computational complexity of describing the Kohn-Sham orbitals is replaced by introducing a set of random (stochastic) orbitals leading to linear and often sub-linear scaling of certain ground-state observables at the account of introducing a statistical error. Schemes to reduce the noise are essential, for example, for determining the structure using the forces obtained from sDFT. Recently, we have introduced two embedding schemes to mitigate the statistical fluctuations in the electron density and resultant forces on the nuclei. Both techniques were based on fragmenting the system either in real space or slicing the occupied space into energy windows, allowing for a significant reduction in the statistical fluctuations. For chemical accuracy, further reduction of the noise is required, which could be achieved by increasing the number of stochastic orbitals. However, the convergence is relatively slow as the statistical error scales as 1 / N χ according to the central limit theorem, where N χ is the number of random orbitals. In this paper, we combined the embedding schemes mentioned above and introduced a new approach that builds on overlapped fragments and energy windows. The new approach significantly lowers the noise for ground-state properties, such as the electron density, total energy, and forces on the nuclei, as demonstrated for a G-center in bulk silicon.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Gaussian Process Emulators for Volcanic Ash Dispersion Model Tephra2

It is necessary to predict volcanic ash deposition since falling ash is harmful to human activities. Because simulators built for this purpose are computationally expensive, it is popular to use statistical emulators for geophysical hazard analyses, where a large number of simulations are required. Gaussian stochastic process emulators are able to approximate expensive simulations in an accurate and efficient way. Using a relatively small number of simulation runs, a well-trained emulator can accurately predict simulation outputs at massive new input points in a few seconds. Under different explosive eruption conditions, we constructed Gaussian stochastic process emulators for Tephra2, a simulation tool for estimating the accumulation of volcanic ash over a region. Historical wind records are used as input wind data, without assuming a Gaussian wind speed profile or common wind direction among elevations. While there are several inputs for Tephra2, we use no more than three physically motivated variables as emulator inputs to reduce the computational cost of emulations. The emulator outputs predict the mass of tephra per unit area at 50281 grid points around a predetermined vent location.

58 GEOSCIENCES↗
DOE OSTI2023

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↗
DOE OSTI2025

Raptor

Raptor is an efficient Python-based tool for predicting the formation and morphology of stochastic lack of fusion defects in metal AM processes. A major obstacle for the qualification and certification of additively manufactured parts in critical applications continues to be performance variability caused in part by porosity-related defects. High-fidelity process models that could predict these defect features are currently too computationally expensive for component-level analysis. To address this, Raptor employs a high-performance geometric method to model the dynamic melt pool rather than relying on computationally intensive thermal fluid dynamics. This allows Raptor to rapidly identify regions of unmelted material that correspond to lack of fusion pores. The efficiency of this approach significantly reduces the time and resources needed for generating 3D defect predictions, which enables users to conduct large-scale parameter studies and evaluate how process variations affect part quality. The framework offers operational flexibility; users can execute simulations through a simple command line interface or integrate core functions as a library within larger computational workflows. Simulation outputs include 3D porosity maps for visualization and tools for quantitative morphological analysis. These results are suitable for direct comparison with experimental characterization data from methods such as X-ray computed tomography and can be used for statistical process optimization.

Subraveti, Vamsi [Vanderbilt Univ., Nashville, TN ↗
DOE OSTI2021

Multi-Fidelity Active Subspaces for Wind Farm Uncertainty Quantification

Wind plants operate in stochastic environments characterized by complex turbulent flow dynamics and high-dimensional random variables. A key step in uncertainty quantification studies is sensitivity analysis and dimension reduction that can facilitate the development of surrogate models to be used for forward and inverse propagation or optimization under uncertainty. Prior work has shown active subspaces are an effective tool for identifying important directions in the space of stochastic inputs; however, they have only been applied to single-fidelity wind plant models. In this study, we investigate the efficacy of a multi-fidelity active subspace method for analyzing the uncertainty in wind plant power output. The multi-fidelity active subspace estimator offers the promise of increased accuracy in identifying active subspaces as compared to a single-fidelity estimator for the same computational cost, or a reduction in cost for the same accuracy. This makes the study of uncertainty in larger wind plants and with higher fidelity physics tractable. The multi-fidelity active subspace method is applied to gridded and existing wind plant layouts with single and multiple inflow conditions and its performance for surrogate modeling and uncertainty propagation is compared against a single-fidelity active subspace method. This multi-fidelity approach yields substantial computational speedups of 2x - 3.4x across the test cases along with acceptable accuracy in surrogate modeling and computing statistical moments.

active subspace↗