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DOE OSTI2026

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Multimessenger cosmology: Correlating cosmic microwave background and stochastic gravitational wave background measurements

Characterizing the physical properties of the stochastic gravitational wave background (SGWB) is a key step towards identifying the nature of its possible origin. We focus our analysis on SGWB anisotropies. The existence of a nontrivial primordial scalar-tensor-tensor (STT) correlation in the squeezed configuration may be inferred from the effect that a long wavelength scalar mode has on the gravitational wave power spectrum: an anisotropic contribution. Crucially, such a contribution is correlated with temperature anisotropies in the cosmic microwave background (CMB). This paper shows that, for inflationary models that generate suitably large STT non-Gaussianities, cross correlating the CMB with the stochastic background of gravitational waves is a very effective probe of early universe physics. The resulting signal can be a smoking gun for primordial SGWB anisotropies.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2022

Synergy of tensile strength and high cycle fatigue properties in a novel additively manufactured Al-Ni-Ti-Zr alloy with a heterogeneous microstructure

Alloy design strategies in additive manufacturing (AM) to achieve grain refinement and terminal eutectic solidification have been introduced to engineer Al alloys having microstructural hierarchy and heterogeneity. Such alloy design strategies enable crack-free builds with an expanded AM processing window and pushed the strength limit in Al alloys. However, fatigue performance of Al alloys made by AM is restricted by the presence of process induced defects and its stochasticity. In this work, tensile and high cycle fatigue (HCF) behavior of a novel Al-Ni-Ti-Zr alloy with a heterogeneous microstructure is studied in the as-built condition, supplemented by detailed microstructural and mechanical characterization. Excellent strength-ductility synergy of 342 MPa and 16% failure strain achieved in the alloy was associated with the microstructural attributes that pertain to the novel alloy. Additionally, the alloy showed excellent HCF performance with a fatigue endurance limit to ultimate tensile strength ratio of 0.29 in flexural fatigue mode. The study revealed the existence of multiple crack retardation mechanisms and favorable crack propagation pathways through the fine-grained regions which enabled good fatigue performance to the alloy. Further, a probabilistic model has been used to estimate the fatigue life of the alloy as a function of the stochastic microstructure by utilizing the statistical distribution of pores, solid-state inclusions, and grains in the AM Al alloy. Finally, the model parametric trends are consistent with the experimental observations.

36 MATERIALS SCIENCE↗

DOE OSTI2022

Tri-level hybrid interval-stochastic optimal scheduling for flexible residential loads under GAN-assisted multiple uncertainties

Various building loads, such as heating, ventilation, and air conditioners (HVACs), electric water heaters (EWHs), and electric vehicles (EVs), can introduce opportunities for improving the flexibility of electricity consumption while satisfying the needs of building owners as well as benefiting the resilience of distribution system. To utilize such flexibility, a tri-level distribution market framework is established, including residential consumers, load aggregators (LAs), and the distribution system operator (DSO). In this work, the uncertainties from all three levels are considered. The random consumption behavior at the consumer level is modeled as a Gaussian noise that is also aggregated and transmitted to the LA level. The weather temperature in the LA level is forecasted as an interval, and the photovoltaic (PV) power in the market-clearing level is modeled by a set of power scenarios generated by Generative Adversarial Networks (GANs). Then, a hybrid interval-stochastic programming is proposed to transform the uncertain problems in the first two levels into deterministic ones. For real-time implementations, a rolling horizon optimization (RHO) scheme is employed to continuously optimize the power consumption based on the latest operating information. Finally, case studies on a modified IEEE 69-bus system validate the effectiveness of the proposed uncertainty modeling strategies and the RHO scheme.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2023

First-principles-integrated Study of Blazar Synchrotron Radiation and Polarization Signatures from Magnetic Turbulence

Blazar emission is dominated by nonthermal radiation processes that are highly variable across the entire electromagnetic spectrum. Turbulence, which can be a major source of nonthermal particle acceleration, can widely exist in the blazar emission region. The Turbulent Extreme Multi-Zone (TEMZ) model has been used to describe turbulent radiation signatures. Recent particle-in-cell (PIC) simulations have also revealed the stochastic nature of the turbulent emission region and particle acceleration therein. However, radiation signatures have not been systematically studied via first-principles-integrated simulations. In this paper, we perform combined PIC and polarized radiative transfer simulations to study synchrotron emission from magnetic turbulence in the blazar emission region. We find that the multiwavelength flux and polarization are generally characterized by stochastic patterns. Specifically, the variability timescale and average polarization degree (PD) are governed by the correlation length of the turbulence. Interestingly, magnetic turbulence can result in polarization angle swings with arbitrary amplitudes and duration, in either direction, that are not associated with changes in flux or PD. Surprisingly, these swings, which are stochastic in nature, can appear either bumpy or smooth, although large-amplitude swings (>180°) are very rare, as expected. Our radiation and polarization signatures from first-principles-integrated simulations are consistent with the TEMZ model, except that in the latter, there is a weak correlation, with zero lag, between flux and degree of polarization.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2020

Evaluating and Improving Convective Parameterization for GCMs Using ARM Observations. Final report

This technical report summarizes the achievements during the project period funded by the Atmospheric System Research (ASR) program. The general goal of the project is to improve the representation of atmospheric deep convection in global climate models. By using DOE Atmospheric Radiation Measurement (ARM) program observations and a hierarchy of models from cloud-resolving to global climate models, we evaluated and improved many aspects of convection parameterization schemes, such as the trigger function for convection and closure condition to determine the amount of convection. We also incorporated the stochasticity of convection into a convection scheme. These improvements, when implemented into the National Center for Atmospheric Research (NCAR) Community Earth System Model (CESM) and the DOE Exascale Energy Earth System Model (E3SM), led to improved simulation of precipitation characteristics, including precipitation intensity, Intertropical Convergence Zone, and Madden-Julian oscillation. The project also improved the representation of microphysical processes in convective clouds. It enables the interaction of cloud microphysics with aerosols in weather and climate models.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2020

A Hybrid Gradient Method to Designing Bayesian Experiments for Implicit Models

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the model parameters. When the analytical expression of the MI is unavailable, e.g.,having implicit models with intractable data distributions, a neural network-based lower bound of the MI was recently proposed and a gradient ascent method was used to maximize the lower bound [1]. However, the approach in [1] requires a pathwise sampling path to compute the gradient of the MI lower bound with respect to the design variables, and such a pathwise sampling path is usually inaccessible for implicit models. In this work, we propose a hybrid gradient approach that leverages recent advances in variational MI estimator and evolution strategies (ES)combined with black-box stochastic gradient ascent (SGA) to maximize the MI lower bound. This allows the design process to be achieved through a unified scalable procedure for implicit models without sampling path gradients. Several experiments demonstrate that our approach significantly improves the scalability of BED for implicit models in high-dimensional design space.

Zhang, Jiaxin↗

DOE OSTI2024

Weak-form inference for hybrid dynamical systems in ecology

Species subject to predation and environmental threats commonly exhibit variable periods of population boom and bust over long timescales. Understanding and predicting such behaviour, especially given the inherent heterogeneity and stochasticity of exogenous driving factors over short timescales, is an ongoing challenge. A modelling paradigm gaining popularity in the ecological sciences for such multi-scale effects is to couple short-term continuous dynamics to long-term discrete updates. We develop a data-driven method utilizing weak-form equation learning to extract such hybrid governing equations for population dynamics and to estimate the requisite parameters using sparse intermittent measurements of the discrete and continuous variables. The method produces a set of short-term continuous dynamical system equations parametrized by long-term variables, and long-term discrete equations parametrized by short-term variables, allowing direct assessment of interdependencies between the two timescales. We demonstrate the utility of the method on a variety of ecological scenarios and provide extensive tests using models previously derived for epizootics experienced by the North American spongy moth ( Lymantria dispar dispar ).

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2022

Understanding Phase and Interfacial Effects of Spall Fracture in Additively Manufactured Ti-5Al-5V-5Mo-3Cr

Additive manufactured Ti-5Al-5V-5Mo-3Cr (Ti-5553) is being considered as an AM repair material for engineering applications because of its superior strength properties compared to other titanium alloys. Here, we describe the failure mechanisms observed through computed tomography, electron backscatter diffraction (EBSD), and scanning electron microscopy (SEM) of spall damage as a result of tensile failure in as-built and annealed Ti-5553. We also investigate the phase stability in native powder, as-built and annealed Ti-5553 through diamond anvil cell (DAC) and ramp compression experiments. We then explore the effect of tensile loading on a sample containing an interface between a Ti-6Al-V4 (Ti-64) baseplate and additively manufactured Ti-5553 layer. Post-mortem materials characterization showed spallation occurred in regions of initial porosity and the interface provides a nucleation site for spall damage below the spall strength of Ti-5553. Preliminary peridynamics modeling of the dynamic experiments is described. Finally, we discuss further development of Stochastic Parallel PARticle Kinteic Simulator (SPPARKS) Monte Carlo (MC) capabilities to include the integration of alpha (α)-phase and microstructural simulations for this multiphase titanium alloy.

36 MATERIALS SCIENCE↗

DOE OSTI2020

Using Residential and Office Building Archetypes for Energy Efficiency Building Solutions in an Urban Scale: A China Case Study

Building energy consumption accounts for 36% of the overall energy end use worldwide and is growing rapidly as developing countries continue to urbanize. Understanding the energy use at urban scale will lay the foundation for identification of energy efficiency opportunities to be deployed at speed. China has almost half of global new constructions and plays an important role in building suitability. However, an open source national building energy consumption database is not available in China. To provide data support for building energy consumptions, this paper used a simulation method to develop an urban building energy consumption database for a pilot city in Wuhan, China. First, residential, small, and large office building archetype energy models were created in EnergyPlus to represent typical building energy consumption in Wuhan. The baseline reference model simulation results were further validated using survey data from the literature. Second, stochastic simulations were conducted to consider different design parameters and occupants’ energy usage intensity scenarios, such as thermal properties of the building envelope, lighting power density, equipment power density, HVAC (heating, ventilation and air conditioning) schedule, etc. A building energy consumption database was generated for typical building archetypes. Third, data-driven regression analysis was conducted to support quick building energy consumption prediction using key high- level building information inputs. Finally, a web-based urban energy platform and an interface were developed to support further third-party application development. The research is expected to provide fast energy efficiency building design solutions for urban planning, new constructions as well as building retrofits.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

DOE OSTI2021

Optimization and supervised machine learning methods for fitting numerical physics models without derivatives

Here, we address the calibration of a computationally expensive nuclear physics model for which derivative information with respect to the fit parameters is not readily available. Of particular interest is the performance of optimization-based training algorithms when dozens, rather than millions or more, of training data are available and when the expense of the model places limitations on the number of concurrent model evaluations that can be performed. As a case study, we consider the Fayans energy density functional model, which has characteristics similar to many model fitting and calibration problems in nuclear physics. We analyze hyperparameter tuning considerations and variability associated with stochastic optimization algorithms and illustrate considerations for tuning in different computational settings.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Formulation and solution approach for calibrating activity-based travel demand model-system via microsimulation

This study addresses the problem of calibrating utility-maximizing nested logit activity-based travel demand model-systems. After estimation, it is common practice to use aggregate measurements to calibrate the estimated model-system’s parameters prior to their application in transportation planning, policy making, and operations. However, calibration of activity-based model-systems has received much less attention. Existing calibration approaches are myopic heuristics in the sense that they do not consider the fundamental inter-dependencies among choice-models and do not have a systematic way to adjust model parameters. Also, other purely simulation-based approaches do not perform well in large-scale applications. In this study, we focus on utility-maximizing nested logit activity-based model-systems and calibrating aggregate statistics such as activity shares, mode shares, time-dependent & mode-specific OD flows, and time-dependent & mode-specific sensor counts. We formulate the calibration problem as a simulation-based optimization problem and propose a stochastic gradient-based solution procedure to solve it. The solution procedure relies on microsimulation to calculate expectations of the aggregate statistics of interest to the calibration problem. Additionally, we derive approximate analytical expressions for the gradient of the objective function —that are evaluated through microsimulation on mini-batches of the population. The proposed solution procedure is sensitive to the fundamental structure of the activity-based model-system and is non-myopic in considering the dependencies across its model components. The formulated optimization problem is non-convex, highly nonlinear, and potentially has multiple-minima. Lastly, we show —through a real-world application— that the proposed solution procedure outperforms other state-of-the-art purely simulation-based optimization approaches in terms of computational efficiency, stability, and convergence. We also compare various gradient-based solution algorithms to determine the best algorithm to update the parameters. This work has the potential to facilitate wider and easier application of activity-based model-systems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Bridging molecular-scale interfacial science with continuum-scale models

Solid–water interfaces are crucial for clean water, conventional and renewable energy, and effective nuclear waste management. However, reflecting the complexity of reactive interfaces in continuum-scale models is a challenge, leading to oversimplified representations that often fail to predict real-world behavior. This is because these models use fixed parameters derived by averaging across a wide physicochemical range observed at the molecular scale. Recent studies have revealed the stochastic nature of molecular-level surface sites that define a variety of reaction mechanisms, rates, and products even across a single surface. To bridge the molecular knowledge and predictive continuum-scale models, we propose to represent surface properties with probability distributions rather than with discrete constant values derived by averaging across a heterogeneous surface. This conceptual shift in continuum-scale modeling requires exponentially rising computational power. By incorporating our molecular-scale understanding of solid–water interfaces into continuum-scale models we can pave the way for next generation critical technologies and novel environmental solutions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2023

Simulation-based characterization of the variability of earthquake risk to buildings in the near-field

Recent advancements in high performance computing platforms and computational workflow for regional-scale simulations are enabling unprecedented modeling of fault-to-structure earthquake processes. Regional simulations resolving ground motions at frequencies relevant to engineered systems are becoming computationally viable and provide a new capability to improve understanding of the geographical distribution and intensity of risk to buildings and critical infrastructure. As computational capabilities advance, it is essential to move beyond illustrative single rupture realizations for scenario earthquake events towards the development of a full suite of rupture realizations that appropriately characterize the range of risk to building systems. The work described in this article investigates the application of a suite of fault rupture realizations with the objective of assessing near-fault, site-specific seismic demand variability for building structures. A representative high-performance regional-scale computational model is utilized to execute ground motion and building response simulations based on 18 kinematic rupture realizations of an M7 strike-slip scenario earthquake. The fault rupture models for the scenario earthquake are created by systematically perturbing the hypocenter location and stochastically generating rupture parameters (slip, rise time, rake angle) to represent a breadth of ground motion intensities resulting from the spatial and temporal variabilities of an earthquake rupture process. The resulting seismic demand variability for three-story (short period) and forty-story (long period) steel moment-resisting frame buildings is characterized in terms of the median and distribution of peak inter-story drift ratio for a range of near-fault sites. The full suite of 18 fault rupture realizations and approximately 280,000 nonlinear dynamic building simulations indicate that the three-story building undergoes higher median seismic demand and significantly greater variability of demand at a given site than the forty-story building, which has important implications for the level of certainty in predicting building performance during an earthquake. The simulations performed provide deeper insight into the relationship between fault rupture parameterization and building response, which is essential information for developing a representative suite of rupture realizations for specific earthquake scenarios.

58 GEOSCIENCES↗

DOE OSTI2020

Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. This point-wise linear dimensionality reduction harnesses the structural information to assess the similarity between solutions at different points in the input parameter space. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. Here, the first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions where the surrogate is used to predict the time history solution. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity, where the proposed surrogate is used to predict the full strain field of a material specimen under large shear strains.

42 ENGINEERING↗

DOE OSTI2021

Visualization of Multi-Fidelity Approximations of Stochastic Economic Dispatch

As renewable energy generation deployment increases, the operation of electrical grids becomes more complex. Economic dispatch is part of a grid operator's regular decision process where the amount of energy to generate is determined based on the number of available generators and the actual level of energy demand. Renewable generators are inherently stochastic due to the chaotic nature of weather patterns, and thus, real-time decisions of economic dispatch become increasingly complex. Modeling efforts to assist in these decisions in the highest fidelity typically take hours to days to solve on leadership-class computers; too long for the 5-minute operational time-frame demanded of operators. Alternatively, multi-fidelity approximations can be used to predict generation levels quickly and with sufficient accuracy to be used for real-time operations. We have developed a visualization tool to demonstrate the utility of multi-fidelity approximations by displaying contextual results of economic dispatch approximations, comparisons across fidelity levels of generation levels and possible failures to meet demand, and meta-data on the modeling setup.

interactive visualization↗

DOE OSTI2025

Full-sky Models of Galactic Microwave Emission and Polarization at Subarcminute Scales for the Python Sky Model

Polarized foreground emission from the Galaxy is one of the biggest challenges facing current and upcoming cosmic microwave background (CMB) polarization experiments. We develop new models of polarized Galactic dust and synchrotron emission at CMB frequencies that draw on the latest observational constraints; that employ the “polarization fraction tensor” framework to couple intensity and polarization in a physically motivated way; and that allow for stochastic realizations of small-scale structure at subarcminute angular scales currently unconstrained by full-sky data. We implement these models into the publicly available Python Sky Model (PySM) software and additionally provide PySM interfaces to select models of dust and CO emission from the literature. We characterize the behavior of each model by quantitatively comparing it to observational constraints in both maps and power spectra, demonstrating an overall improvement over previous PySM models. Finally, we synthesize models of the various Galactic foreground components into a coherent suite of three plausible microwave skies that span a range of astrophysical complexity allowed by current data. Author contributions to this paper can be found at the end of this work.

Group, The Pan-Experiment Galactic Science↗

DOE OSTI2020

Role of interaction between hydraulic and natural fractures on production

One of the main purposes of hydraulic fracturing in unconventional resources such as shale is to improve the connectivity between existing natural fractures and the production well. Since the inherent permeability of shale is extremely low, this newly formed fracture connectivity provides faster paths for the hydrocarbon stored in preexisting natural fractures. In this study, we performed numerical simulations of the free gas production at large scale fractured reservoir with different pre-existing natural fracture network intensities and with variable hydraulic fracture sizes and staging. We explored production characteristics as a function of the properties of both, natural fractures (intensity) and hydraulic fractures (size and staging). Our hypothesis is that once maximum fracture connectivity is achieved, additional stimulation does not increase production significantly. In this numerical study we use an advanced modeling tool to study fractures connectivity, Discrete Fracture Network (DFN) approach, which can represent fracture networks similar to those observed on individual reservoir sites. In our model the horizontal production well and vertical hydraulic fractures were deterministically defined and surrounded by stochastically generated natural fracture networks. The performed numerical experiments show how fracture connectivity depends on hydraulic fracture settings in fractured reservoir with different preexisting fracture densities. We numerically showed that cumulative free gas production is not affected significantly by hydraulic fractures size (25 m–150 m) or spacing (15 m–45 m) for dense natural fracture networks. However, the hydraulic fracture size is important in reservoirs with sparse natural fractures, although spacing (number of stages) does not play a significant role.

58 GEOSCIENCES↗