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 757 records · Page 42
All sourcesNASA NTRSDOE OSTI
DOE OSTI2013

A stochastic approach to the solution of magnetohydrodynamic equations

The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the magnetohydrodynamics equations. Some details are given concerning the numerical implementation of the solution which is illustrated by an example of generation of long-range magnetic fields by a velocity source.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A hybrid Monte Carlo, discontinuous Galerkin method for linear kinetic transport equations

Here we present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise constant solution and the discrete ordinates use bilinear discontinuous finite elements. From the hybridization of the problem, the resulting problem solved by Monte Carlo is scattering free, resulting in a simple, efficient solution procedure. Between time steps, we use a projection approach to “relabel” collided particles as uncollided particles. In conclusion, from a series of standard 2-D Cartesian test problems we observe that our hybrid method has improved accuracy and reduction in computational complexity of approximately an order of magnitude relative to standard discrete ordinates solutions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Grassmann phase space theory and the Jaynes–Cummings model

The Jaynes–Cummings model of a two-level atom in a single mode cavity is of fundamental importance both in quantum optics and in quantum physics generally, involving the interaction of two simple quantum systems—one fermionic system (the TLA), the other bosonic (the cavity mode). Depending on the initial conditions a variety of interesting effects occur, ranging from ongoing oscillations of the atomic population difference at the Rabi frequency when the atom is excited and the cavity is in an n-photon Fock state, to collapses and revivals of these oscillations starting with the atom unexcited and the cavity mode in a coherent state. The observation of revivals for Rydberg atoms in a high-Q microwave cavity is key experimental evidence for quantisation of the EM field. Theoretical treatments of the Jaynes–Cummings model based on expanding the state vector in terms of products of atomic and n-photon states and deriving coupled equations for the amplitudes are a well-known and simple method for determining the effects. In quantum optics however, the behaviour of the bosonic quantum EM field is often treated using phase space methods, where the bosonic mode annihilation and creation operators are represented by c-number phase space variables, with the density operator represented by a distribution function of these variables. Fokker–Planck equations for the distribution function are obtained, and either used directly to determine quantities of experimental interest or used to develop c-number Langevin equations for stochastic versions of the phase space variables from which experimental quantities are obtained as stochastic averages. Phase space methods have also been developed to include atomic systems, with the atomic spin operators being represented by c-number phase space variables, and distribution functions involving these variables and those for any bosonic modes being shown to satisfy Fokker–Planck equations from which c-number Langevin equations are often developed. However, atomic spin operators satisfy the standard angular momentum commutation rules rather than the commutation rules for bosonic annihilation and creation operators, and are in fact second order combinations of fermionic annihilation and creation operators. Though phase space methods in which the fermionic operators are represented directly by c-number phase space variables have not been successful, the anti-commutation rules for these operators suggest the possibility of using Grassmann variables—which have similar anti-commutation properties. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of phase space methods in quantum optics to treat fermionic systems by representing fermionic annihilation and creation operators directly by Grassmann phase space variables is rather rare. This paper shows that phase space methods using a positive P type distribution function involving both c-number variables (for the cavity mode) and Grassmann variables (for the TLA) can be used to treat the Jaynes–Cummings model. Although it is a Grassmann function, the distribution function is equivalent to six c-number functions of the two bosonic variables. Experimental quantities are given as bosonic phase space integrals involving the six functions. A Fokker–Planck equation involving both left and right Grassmann differentiations can be obtained for the distribution function, and is equivalent to six coupled equations for the six c-number functions. The approach used involves choosing the canonical form of the (non-unique) positive P distribution function, in which the correspondence rules for the bosonic operators are non-standard and hence the Fokker–Planck equation is also unusual. Initial conditions, such as those above for initially uncorrelated states, are discussed and used to determine the initial distribution function. Transformations to new bosonic variables rotating at the cavity frequency enable the six coupled equations for the new c-number functions–that are also equivalent to the canonical Grassmann distribution function–to be solved analytically, based on an ansatz from an earlier paper by Stenholm. It is then shown that the distribution function is exactly the same as that determined from the well-known solution based on coupled amplitude equations. In quantum–atom optics theories for many atom bosonic and fermionic systems are needed. With large atom numbers, treatments must often take into account many quantum modes—especially for fermions. Generalisations of phase space distribution functions of phase space variables for a few modes to phase space distribution functionals of field functions (which represent the field operators, c-number fields for bosons, Grassmann fields for fermions) are now being developed for large systems. For the fermionic case, the treatment of the simple two mode problem represented by the Jaynes–Cummings model is a useful test case for the future development of phase space Grassmann distribution functional methods for fermionic applications in quantum–atom optics. -- Highlights: •Novel phase space theory of the Jaynes–Cummings model using Grassmann variables. •Fokker–Planck equations solved analytically. •Results agree with the standard quantum optics treatment. •Grassmann phase space theory applicable to fermion many-body problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Wavefront shaping with a Hadamard basis for scattering soil imaging

Here, soil is a scattering medium that inhibits imaging of plant-microbial-mineral interactions that are essential to plant health and soil carbon sequestration. However, optical imaging in the complex medium of soil has been stymied by the seemingly intractable problems of scattering and contrast. Here, we develop a wavefront shaping method based on adaptive stochastic parallel gradient descent optimization with a Hadamard basis to focus light through soil mineral samples. Our approach allows a sparse representation of the wavefront with reduced dimensionality for the optimization. We further divide the used Hadamard basis set into subsets and optimize a certain subset at once. Simulation and experimental optimization results demonstrate our method has an approximately seven times higher convergence rate and overall better performance compared to that with optimizing all pixels at once. The proposed method can benefit other high-dimensional optimization problems in adaptive optics and wavefront shaping.

47 OTHER INSTRUMENTATION↗
DOE OSTI2023

A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension. To alleviate the effects of these errors EnKF relies on model-specific heuristics such as covariance localization, which takes advantage of the spatial locality of correlations among the model variables. This work proposes an approach to alleviate sampling errors that utilizes a locally averaged-in-time dynamics of the model, described in terms of a climatological covariance of the dynamical system. We use this covariance as the target matrix in covariance shrinkage methods, and develop a stochastic covariance shrinkage approach where synthetic ensemble members are drawn to enrich both the ensemble subspace and the ensemble transformation. We additionally provide for a way in which this methodology can be localized similar to the state-of-the-art LETKF method, and that for a certain model setup, our methodology significantly outperforms it.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2016

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by the so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

The complex chemical Langevin equation

The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE’s main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small. We show that this issue is not a numerical integration problem, rather in many systems it is intrinsic to all representations of the CLE. Various methods of correcting the CLE have been proposed which avoid its break down. We show that these methods introduce undesirable artefacts in the CLE’s predictions. In particular, for unimolecular systems, these correction methods lead to CLE predictions for the mean concentrations and variance of fluctuations which disagree with those of the chemical master equation. We show that, by extending the domain of the CLE to complex space, break down is eliminated, and the CLE’s accuracy for unimolecular systems is restored. Although the molecule numbers are generally complex, we show that the “complex CLE” predicts real-valued quantities for the mean concentrations, the moments of intrinsic noise, power spectra, and first passage times, hence admitting a physical interpretation. It is also shown to provide a more accurate approximation of the chemical master equation of simple biochemical circuits involving bimolecular reactions than the various corrected forms of the real-valued CLE, the linear-noise approximation and a commonly used two moment-closure approximation.

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

Stochastic scheduling of generating units with weekly energy storage: A hybrid decomposition approach

We propose a solution method for the large-scale stochastic unit commitment (SUC) problem with weekly-dispatched energy storage and significant weather-dependent stochastic generating capacity. Weekly storage facilities that mostly charge during weekends and discharge during weekdays require a weekly scheduling of generating units, which result in a large-scale optimization problem. This SUC problem is formulated as a two-stage stochastic model and we use the conditional value-at-risk as a risk measure. Using a Benders framework, the proposed solution method decomposes the problem into a mixed-integer linear master problem and linear and continuous subproblems. The master problem corresponds to the first-stage decisions throughout the week and includes all the commitment (binary) variables and their corresponding constraints. The subproblems correspond to the actual dispatch of the generating units on a weekly basis. Based on the success of column-and-constraint generation algorithms to solve robust optimization problems, we improve the low communication between the master problem and the subproblems in the standard Benders decomposition by adding primal variables and constraints from the subproblems to the master problem, which provides a better approximation of the recourse function. Furthermore, our computational experiments demonstrate the effectiveness of the proposed decomposition method using an instance of the South Carolina synthetic system with 90 generating units under 40 scenarios.

25 ENERGY STORAGE↗
DOE OSTI2015

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained from the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1980

On the detection of a stochastic background of gravitational radiation by the Doppler tracking of spacecraft

Consideration is given to the possibility of detection of an isotropic background gravitational radiation of a stochastic nature by the method of Doppler tracking of spacecraft. Attention is given in the geometrical optics limit, to the general formula for the frequency shift of an electromagnetic signal in the gravitational radiation field, and it is shown to be gauge independent. The propagation of a free electromagnetic wave in a gravitational radiation field is examined with the conclusion that no resonance phenomena can be expected. Finally, the 'Doppler noise' due to a stochastic background is evaluated, and it is shown to depend on the total energy density of the background and a parameter that is a characteristic of the radiation spectrum and the detection system used.

Mashhoon, B.↗
DOE OSTI2011

Development and testing of improved statistical wind power forecasting methods.

Wind power forecasting (WPF) provides important inputs to power system operators and electricity market participants. It is therefore not surprising that WPF has attracted increasing interest within the electric power industry. In this report, we document our research on improving statistical WPF algorithms for point, uncertainty, and ramp forecasting. Below, we provide a brief introduction to the research presented in the following chapters. For a detailed overview of the state-of-the-art in wind power forecasting, we refer to [1]. Our related work on the application of WPF in operational decisions is documented in [2]. Point forecasts of wind power are highly dependent on the training criteria used in the statistical algorithms that are used to convert weather forecasts and observational data to a power forecast. In Chapter 2, we explore the application of information theoretic learning (ITL) as opposed to the classical minimum square error (MSE) criterion for point forecasting. In contrast to the MSE criterion, ITL criteria do not assume a Gaussian distribution of the forecasting errors. We investigate to what extent ITL criteria yield better results. In addition, we analyze time-adaptive training algorithms and how they enable WPF algorithms to cope with non-stationary data and, thus, to adapt to new situations without requiring additional offline training of the model. We test the new point forecasting algorithms on two wind farms located in the U.S. Midwest. Although there have been advancements in deterministic WPF, a single-valued forecast cannot provide information on the dispersion of observations around the predicted value. We argue that it is essential to generate, together with (or as an alternative to) point forecasts, a representation of the wind power uncertainty. Wind power uncertainty representation can take the form of probabilistic forecasts (e.g., probability density function, quantiles), risk indices (e.g., prediction risk index) or scenarios (with spatial and/or temporal dependence). Statistical approaches to uncertainty forecasting basically consist of estimating the uncertainty based on observed forecasting errors. Quantile regression (QR) is currently a commonly used approach in uncertainty forecasting. In Chapter 3, we propose new statistical approaches to the uncertainty estimation problem by employing kernel density forecast (KDF) methods. We use two estimators in both offline and time-adaptive modes, namely, the Nadaraya-Watson (NW) and Quantilecopula (QC) estimators. We conduct detailed tests of the new approaches using QR as a benchmark. One of the major issues in wind power generation are sudden and large changes of wind power output over a short period of time, namely ramping events. In Chapter 4, we perform a comparative study of existing definitions and methodologies for ramp forecasting. We also introduce a new probabilistic method for ramp event detection. The method starts with a stochastic algorithm that generates wind power scenarios, which are passed through a high-pass filter for ramp detection and estimation of the likelihood of ramp events to happen. The report is organized as follows: Chapter 2 presents the results of the application of ITL training criteria to deterministic WPF; Chapter 3 reports the study on probabilistic WPF, including new contributions to wind power uncertainty forecasting; Chapter 4 presents a new method to predict and visualize ramp events, comparing it with state-of-the-art methodologies; Chapter 5 briefly summarizes the main findings and contributions of this report.

17 WIND ENERGY↗
DOE OSTI2014

Stochastic simulation of electron avalanches on supercomputers

In the paper, we present a three-dimensional parallel Monte Carlo algorithm named ELSHOW which is developed for simulation of electron avalanches in gases. Parallel implementation of the ELSHOW was made on supercomputers with different architectures (massive parallel and hybrid ones). Using the ELSHOW, calculations of such integral characteristics as the number of particles in an avalanche, the coefficient of impact ionization, the drift velocity, and the others were made. Also, special precise computations were made to select an appropriate size of the time step using the technique of dependent statistical tests. Particularly, the algorithm consists of special methods of distribution modeling, a lexicographic implementation scheme for “branching” of trajectories, justified estimation of functionals. A comparison of the obtained results for nitrogen with previously published theoretical and experimental data was made.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1973

Modeling a particular class of multiple-input/multiple-output black boxes with stochastic integral equations and identifying the required parameters

A method is given for obtaining a mathematical model of a class of black boxes having multiple inputs and multiple outputs in terms of Ito stochastic integral equations. This method is applicable to the class of black boxes having ergodic correlation functions when there is zero applied input. The point of view adopted in this paper is phenomenological in that it is desired that calculations made using the mathematical model should be close to what is actually observed at the output of the black box. How close is defined in the problem statement.

Eyman, E. D.↗
NASA NTRS1992

Simulation of spatially evolving turbulence and the applicability of Taylor's hypothesis in compressible flow

For the numerical simulation of inhomogeneous turbulent flows, a method is developed for generating stochastic inflow boundary conditions with a prescribed power spectrum. Turbulence statistics from spatial simulations using this method with a low fluctuation Mach number are in excellent agreement with the experimental data, which validates the procedure. Turbulence statistics from spatial simulations are also compared to those from temporal simulations using Taylor's hypothesis. Statistics such as turbulence intensity, vorticity, and velocity derivative skewness compare favorably with the temporal simulation. However, the statistics of dilatation show a significant departure from those obtained in the temporal simulation. To directly check the applicability of Taylor's hypothesis, space-time correlations of fluctuations in velocity, vorticity, and dilatation are investigated. Convection velocities based on vorticity and velocity fluctuations are computed as functions of the spatial and temporal separations. The profile of the space-time correlation of dilatation fluctuations is explained via a wave propagation model.

Lee, Sangsan↗
NASA NTRS1987

NESSUS/expert and NESSUS/FPI in the Probabilistic Structural Analysis Methods (PSAM) program

The Numerical Evaluation of Stochastic Structures under Stress (NESSUS) is the primary computer code being developed in the NASA Probabilistic Structural Analysis Methods (PSAM) project. It consists of four modules NESSUS/EXPERT, NESSUS/FPI, NESSUS/PRE and NESSUS/FEM. This presentation concentrates on EXPERT and FPI. To provide an effective interface between NESSUS and the user, an expert system module called NESSUS/EXPERT is being developed. That system uses the CLIPS artificial intelligence code developed to NASA-JSC. The code is compatible with FORTRAN, the standard language for codes in PSAM. The user interacts with the CLIPS inference engine, which is linked to the knowledge database. The perturbation database generated by NESSUS/FEM and managed in EXPERT is used to develop the so-called response or performance model in the random variables. Two independent probabilistic methods are available in PSAM for the computation of the probabilistic structural response. These are the Fast Probability Integration (FPI) method and Monte Carlo simulation. FPI is classified as an advanced reliability method and has been developed over the past ten years by researchers addressing the reliability of civil engineering structures. Monte Carlo is a well-established technique for computing probabilities by conducting a number of deterministic analyses with specified input distributional information.

Burnside, O. H.↗
DOE OSTI2017

A Method to Measure the Unbiased Decorrelation Timescale of the AGN Variable Signal from Structure Functions

A simple, model-independent method to quantify the stochastic variability of active galactic nuclei (AGNs) is the structure function (SF) analysis. If the SF for the timescales shorter than the decorrelation timescale τ is a single power law and for the longer ones becomes flat (i.e., white noise), then the auto-correlation function (ACF) of the signal can have the form of the power exponential (PE). We show that the signal decorrelation timescale can be measured directly from the SF as the timescale matching the amplitude 0.795 of the flat SF part (at long timescales), and only then is the measurement independent of the ACF PE power. Typically, the timescale has been measured at an arbitrarily fixed SF amplitude, but as we prove, this approach provides biased results, because the AGN SF/power spectral density slopes, and thus the ACF shape, are not constant and depend on either the AGN luminosity and/or the black hole mass. In particular, we show that using such a method for the simulated SFs that includes a combination of empirically known dependencies between the AGN luminosity L and both the SF amplitude and the PE power, and having no intrinsic τ–L dependence, produces a fake τ∝L{sup κ} relation with 0.3≲κ≲0.6, which otherwise is expected from theoretical works (κ≡0.5). Our method provides an alternative means for analyzing AGN variability to the standard SF fitting. The caveats, for both methods, are that the light curves must be sufficiently long (with a several year rest frame) and the ensemble SF assumes AGNs to have the same underlying variability process.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2013

Valuation of exotic options in the framework of Levy processes

In this paper we explore a straightforward procedure to price derivatives by using the Monte Carlo approach when the underlying process is a jump-diffusion. We have compared the Black-Scholes model with one of its extensions that is the Merton model. The latter model is better in capturing the market’s phenomena and is comparative to stochastic volatility models in terms of pricing accuracy. We have presented simulations of asset paths and pricing of barrier options for both Geometric Brownian motion and exponential Levy processes as it is the concrete case of the Merton model. A desired level of accuracy is obtained with simple computer operations in MATLAB for efficient computational time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Heavy-ion collisions and fission dynamics with the time-dependent Hartree–Fock theory and its extensions

Microscopic methods and tools to describe nuclear dynamics have considerably been improved in the past few years. They are based on the time-dependent Hartree–Fock (TDHF) theory and its extensions to include pairing correlations and quantum fluctuations. The TDHF theory is the lowest level of approximation of a range of methods to solve the quantum many-body problem, showing its universality to describe many-fermion dynamics at the mean-field level. The range of applications of TDHF to describe realistic systems allowing for detailed comparisons with experiment has considerably increased. For instance, TDHF is now commonly used to investigate fusion, multi-nucleon transfer and quasi-fission reactions. Thanks to the inclusion of pairing correlations, it has also recently led to breakthroughs in our description of the saddle to scission evolution, and, in particular, the non-adiabatic effects near scission. Beyond mean-field approaches such as the time-dependent random-phase approximation (TDRPA) and stochastic mean-field methods have reached the point where they can be used for realistic applications. We review recent progresses in both techniques and applications to heavy-ion collision and fission.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗