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At least 721 records · Page 40
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DOE OSTI2013

Application of stochastic weighted algorithms to a multidimensional silica particle model

Highlights: •Stochastic weighted algorithms (SWAs) are developed for a detailed silica model. •An implementation of SWAs with the transition kernel is presented. •The SWAs’ solutions converge to the direct simulation algorithm’s (DSA) solution. •The efficiency of SWAs is evaluated for this multidimensional particle model. •It is shown that SWAs can be used for coagulation problems in industrial systems. -- Abstract: This paper presents a detailed study of the numerical behaviour of stochastic weighted algorithms (SWAs) using the transition regime coagulation kernel and a multidimensional silica particle model. The implementation in the SWAs of the transition regime coagulation kernel and associated majorant rates is described. The silica particle model of Shekar et al. [S. Shekar, A.J. Smith, W.J. Menz, M. Sander, M. Kraft, A multidimensional population balance model to describe the aerosol synthesis of silica nanoparticles, Journal of Aerosol Science 44 (2012) 83–98] was used in conjunction with this coagulation kernel to study the convergence properties of SWAs with a multidimensional particle model. High precision solutions were calculated with two SWAs and also with the established direct simulation algorithm. These solutions, which were generated using large number of computational particles, showed close agreement. It was thus demonstrated that SWAs can be successfully used with complex coagulation kernels and high dimensional particle models to simulate real-world systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

A one-time truncate and encode multiresolution stochastic framework

In this work a novel adaptive strategy for stochastic problems, inspired from the classical Harten's framework, is presented. The proposed algorithm allows building, in a very general manner, stochastic numerical schemes starting from a whatever type of deterministic schemes and handling a large class of problems, from unsteady to discontinuous solutions. Its formulations permits to recover the same results concerning the interpolation theory of the classical multiresolution approach, but with an extension to uncertainty quantification problems. The present strategy permits to build numerical scheme with a higher accuracy with respect to other classical uncertainty quantification techniques, but with a strong reduction of the numerical cost and memory requirements. Moreover, the flexibility of the proposed approach allows to employ any kind of probability density function, even discontinuous and time varying, without introducing further complications in the algorithm. The advantages of the present strategy are demonstrated by performing several numerical problems where different forms of uncertainty distributions are taken into account, such as discontinuous and unsteady custom-defined probability density functions. In addition to algebraic and ordinary differential equations, numerical results for the challenging 1D Kraichnan–Orszag are reported in terms of accuracy and convergence. Finally, a two degree-of-freedom aeroelastic model for a subsonic case is presented. Though quite simple, the model allows recovering some physical key aspect, on the fluid/structure interaction, thanks to the quasi-steady aerodynamic approximation employed. The injection of an uncertainty is chosen in order to obtain a complete parameterization of the mass matrix. All the numerical results are compared with respect to classical Monte Carlo solution and with a non-intrusive Polynomial Chaos method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Application of stochastic Galerkin FEM to the complete electrode model of electrical impedance tomography

The aim of electrical impedance tomography is to determine the internal conductivity distribution of some physical body from boundary measurements of current and voltage. The most accurate forward model for impedance tomography is the complete electrode model, which consists of the conductivity equation coupled with boundary conditions that take into account the electrode shapes and the contact resistances at the corresponding interfaces. If the reconstruction task of impedance tomography is recast as a Bayesian inference problem, it is essential to be able to solve the complete electrode model forward problem with the conductivity and the contact resistances treated as a random field and random variables, respectively. In this work, we apply a stochastic Galerkin finite element method to the ensuing elliptic stochastic boundary value problem and compare the results with Monte Carlo simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

The time dependent propensity function for acceleration of spatial stochastic simulation of reaction–diffusion systems

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allows us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (in the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2017

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operator that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty

This paper is concerned with generalized polynomial chaos (gPC) approximation for first-order quasilinear hyperbolic systems with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of left eigenvector matrix of the Jacobian matrix. Then the gPC stochastic Galerkin method is applied to derive a provably symmetrically hyperbolic equations for the gPC expansion coefficients. The resulting deterministic gPC Galerkin system is discretized by a path-conservative finite volume WENO scheme in space and a third-order total variation diminishing Runge–Kutta method in time. The method is further extended to two-dimensional (2D) quasilinear hyperbolic system with uncertainty, where the symmetric hyperbolicity of the one-dimensional gPC Galerkin system is carried over via an operator splitting technique. Several numerical experiments are conducted to demonstrate the accuracy and effectiveness of the proposed gPC stochastic Galerkin method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Surrogate approximation of the Grad–Shafranov free boundary problem via stochastic collocation on sparse grids

In magnetic confinement fusion devices, the equilibrium configuration of a plasma is determined by the balance between the hydrostatic pressure in the fluid and the magnetic forces generated by an array of external coils and the plasma itself. The location of the plasma is not known a priori and must be obtained as the solution to a free boundary problem. The partial differential equation that determines the behavior of the combined magnetic field depends on a set of physical parameters (location of the coils, intensity of the electric currents going through them, magnetic permeability, etc.) that are subject to uncertainty and variability. The confinement region is in turn a function of these stochastic parameters as well. In this work, we consider variations on the current intensities running through the external coils as the dominant source of uncertainty. This leads to a parameter space of dimension equal to the number of coils in the reactor. With the aid of a surrogate function built on a sparse grid in parameter space, a Monte Carlo strategy is used to explore the effect that stochasticity in the parameters has on important features of the plasma boundary such as the location of the x-point, the strike points, and shaping attributes such as triangularity and elongation. Furthermore, the use of the surrogate function reduces the time required for the Monte Carlo simulations by factors that range between 7 and over 30.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2026

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Gray and multigroup radiation transport models for two-dimensional binary stochastic media using effective opacities

One-dimensional models for the transport of radiation through binary stochastic media do not work in multi-dimensions. In addition, authors have attempted to modify or extend the 1D models to work in multidimensions without success. Analytic one-dimensional models are successful in 1D only when assuming greatly simplified physics. State of the art theories for stochastic media radiation transport do not address multi-dimensions and temperature-dependent physics coefficients. Here, the concept of effective opacities and effective heat capacities is found to well represent the ensemble averaged transport solutions in cases with gray or multigroup temperature-dependent opacities and constant or temperature-dependent heat capacities. In every case analyzed here, effective physics coefficients fit the transport solutions over a useful range of parameter space. The transport equation is solved with the spherical harmonics method with angle orders of n=1 and 5. Although the details depend on what order of solution is used, the general results are similar, independent of angular order.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Novel stochastic methods to predict short-term solar radiation and photovoltaic power

Solar forecasting has evolved towards becoming a key component of economical realization of high penetration levels of photovoltaic (PV) systems. This paper presents two novel stochastic forecasting models for solar PV by utilizing historical measurement data to outline a short-term high-resolution probabilistic behavior of solar. First, an uncertain basis functions method is used to forecast both solar radiation and PV power. Three possible distributions are considered for the uncertain basis functions - Gaussian, Laplace, and Uniform distributions. Second, stochastic state-space models are applied to characterize the behaviors of solar radiation and PV power output. A filter-based expectation-maximization and Kalman filtering mechanism is employed to recursively estimate the system parameters and state variables. This enables the system to accurately forecast small as well as large fluctuations of the solar signals. The introduced forecasting models are suitable for real-time tertiary dispatch controllers and optimal power controllers. The PV forecasting models are tested using solar radiation and PV power measurement data collected from a 13.5 kW PV panel installed on the rooftop of our laboratory. Furthermore, the results are compared with standard time series forecasting mechanisms and show a substantial improvement in the forecasting accuracy of the total energy produced.

14 SOLAR ENERGY↗
DOE OSTI2021

Stochastic pre-event preparation for enhancing resilience of distribution systems

Extreme weather events are the common causes for power supply interruptions and power outages in electrical distribution systems. Improving the distribution system and enhancing its resilience is becoming crucial due to the increased frequency of extreme weather events. Preparation and allocation of multiple flexible resources, such as mobile resources, fuel resources, and labor resources before extreme weather events can mitigate the effects of extreme weather events and enhance the resilience of power distribution systems. Here, in this paper, a two-stage stochastic mixed-integer linear programming (SMILP) is proposed to optimize the preparation and resource allocation process for upcoming extreme weather events, which leads to faster and more efficient post-event restoration. The objective of the proposed two-stage SMILP is to maximize the served load and minimize the operating cost of flexible resources. The first stage in the optimization problem selects the amounts and locations of different resources. The second stage considers the operational constraints of the distribution system and repair crew scheduling constraints. The proposed stochastic pre-event preparation model is solved by a scenario decomposition method, Progressive Hedging (PH), to ease the computational complexity introduced by a large number of scenarios. Furthermore, to show the impact of solar photovoltaic (PV) generation on system resilience, three types of PV systems are considered during a power outage and the resilience improvements with different PV penetration levels are compared. Numerical results from simulations on a large-scale (more than 10,000 nodes) distribution feeder have been used to validate the effectiveness and scalability of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2018

A stochastic downscaling approach for generating high-frequency solar irradiance scenarios

Solar power is increasingly cost viable with solar photovoltaic (PV) installations becoming commonplace. PV planning and operational studies, however, require high-frequency solar irradiance scenarios to understand potential electric grid impacts due to the variability and uncertainty of the underlying solar resource. Existing remote sensing solar data products are often available over large spatial domains, but are limited in temporal resolution. For example, the global horizontal irradiance (GHI) component contained within the National Solar Radiation Database (NSRDB) is available at time resolution of 30 min on an approximately four-kilometer grid. In contrast, substantial solar variability is present at finer time scales and this article describes an algorithm to stochastically generate one-minute GHI from widely available sub-hourly NSRDB. A generalized linear modeling (GLM) framework is proposed, which includes non-Gaussian mixtures, and extends the literature involving the synthesis of GHI data. The model is trained on a set of sample locations around Oregon, USA, and validated across the USA using both the Surface Radiation Budget Network (SURFRAD) dataset and Solar Radiation Monitoring Laboratory (SRML) network. Simulated ensembles show good coverage properties and temporal correlation structure. The resulting downscaled ensembles allow for understanding the unpredictable variability inherent in GHI at locations without direct measurements. Here, future work can leverage the algorithm as part of a stochastic optimization of electric grid operations with high-penetration PV systems.

14 SOLAR ENERGY↗