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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.

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At least 793 records · Page 44
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Bimodal expression of yeast GAL genes is controlled by a long non-coding RNA and a bifunctional galactokinase

Bimodality in gene expression can generate phenotypic heterogeneity facilitating fitness and growth of isogenic cell populations in suboptimal environments. We investigated the mechanism by which, in conditions of limiting galactose, yeast cell populations activate GAL genes in a bimodal fashion with a cell fraction expressing GAL genes (ON), while the rest subpopulation is kept at the non-expressing (OFF) state. We show that a long non-coding RNA (GAL10-ncRNA) crossing the bidirectional GAL1-10 promoter, decreases the rate by which single cells commit transition to the ON state without affecting the rate of GAL transcription per se in ON cells. This is accomplished by repressing stochastic expression of the bifunctional Gal1p galactokinase, which besides its enzymatic activity acts as an essential inducer of the system under those conditions. We show that once single cells switch to the ON state, the GAL10-ncRNA effect is overridden by accumulating Gal1p levels sufficient to feedback positively on Gal4p, and not by the active transcription of GAL10 that occurs in opposite direction relative to that of GAL10-ncRNA. Conversely, GAL10-ncRNA does not influence transition of ON cells, where Gal4p is active, back to the OFF state. Our model suggests that the functional interplay between GAL10-ncRNA transcription, stochastic Gal1p expression and Gal1p positive feedback on Gal4p constitutes a novel molecular switch mechanism dictating the commitment of individual cells for either metabolic state. - Highlights: • Stochastic transcription of the Gal1p galactokinase creates bimodality in GAL expression. • GAL10-ncRNA controls GAL bimodality by repressing Gal1p. • GAL10-ncRNA repression is overridden by the inducing activity of Gal1p itself.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2021

Seawater sea-sand engineered/strain-hardening cementitious composites (ECC/SHCC): Assessment and modeling of crack characteristics

Highlights: • A probabilistic model was proposed to model the crack width evolution of SS-ECC at different strain levels. • The Weibull distribution fit the crack width distribution better than the log-normal distribution. • A 5-D representation was proposed to assess the SS-ECC by considering both cracking and mechanical performance. • Larger sea-sand size and lower fiber dosage led to larger crack widths in SS-ECC under the same tensile strain. • 18-mm PE fiber led to larger crack widths in SS-ECC at strain >2%, due to a large fraction of fiber rupture. Seawater sea-sand Engineered Cementitious Composites (SS-ECC) is a new version of ECC for marine constructions facing the scarcity of freshwater and river/manufactured sand. This study aims to assess and model the crack characteristics of SS-ECC, which are critical for its applications with non-corrosive reinforcements. The influence of sea-sand size, fiber length and fiber dosage on the crack characteristics of SS-ECC was explored. A five-dimensional representation was proposed to assess the overall performance of SS-ECC, by comprehensively considering both the crack characteristics (i.e., crack width and its variation) and the mechanical properties (i.e., compressive and tensile properties). A probabilistic model was also proposed to describe the stochastic nature and evolution of crack width, and it can be used to estimate the critical tensile strain on SS-ECC for a given crack-width limit and cumulative probability. The findings and proposed methods can facilitate the design of SS-ECC in marine and coastal structures.

36 MATERIALS SCIENCE↗
DOE OSTI2012

The impacts of population change on carbon emissions in China during 1978-2008

This study examines the impacts of population size, population structure, and consumption level on carbon emissions in China from 1978 to 2008. To this end, we expanded the stochastic impacts by regression on population, affluence, and technology model and used the ridge regression method, which overcomes the negative influences of multicollinearity among independent variables under acceptable bias. Results reveal that changes in consumption level and population structure were the major impact factors, not changes in population size. Consumption level and carbon emissions were highly correlated. In terms of population structure, urbanization, population age, and household size had distinct effects on carbon emissions. Urbanization increased carbon emissions, while the effect of age acted primarily through the expansion of the labor force and consequent overall economic growth. Shrinking household size increased residential consumption, resulting in higher carbon emissions. Households, rather than individuals, are a more reasonable explanation for the demographic impact on carbon emissions. Potential social policies for low carbon development are also discussed. - Highlights: Black-Right-Pointing-Pointer We examine the impacts of population change on carbon emissions in China. Black-Right-Pointing-Pointer We expand the STIRPAT model by containing population structure factors in the model. Black-Right-Pointing-Pointer The population structure includes age structure, urbanization level, and household size. Black-Right-Pointing-Pointer The ridge regression method is used to estimate the model with multicollinearity. Black-Right-Pointing-Pointer The population structure plays a more important role compared with the population size.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2015

Research on impacts of population-related factors on carbon emissions in Beijing from 1984 to 2012

Carbon emissions related to population factors have aroused great attention around the world. A multitude of literature mainly focused on single demographic impacts on environmental issues at the national level, and comprehensive studies concerning population-related factors at a city level are rare. This paper employed STIRPAT (Stochastic Impacts by Regression on Population, Affluence and Technology) model incorporating PLS (Partial least squares) regression method to examine the influence of population-related factors on carbon emissions in Beijing from 1984 to 2012. Empirically results manifest that urbanization is the paramount driver. Changes in population age structure have significantly positive impacts on carbon emissions, and shrinking young population, continuous expansion of working age population and aging population will keep on increasing environmental pressures. Meanwhile, shrinking household size and expanding floating population boost the discharge of carbon emissions. Besides, per capita consumption is an important contributor of carbon emissions, while industry energy intensity is the main inhibitory factor. Based upon these findings and the specific circumstances of Beijing, policies such as promoting clean and renewable energy, improving population quality and advocating low carbon lifestyles should be enhanced to achieve targeted emissions reductions. - Highlights: • We employed the STIRPAT model to identify population-related factors of carbon emissions in Beijing. • Urbanization is the paramount driver of carbon emissions. • Changes in population age structure exert significantly positive impacts on carbon emissions. • Shrinking household size, expanding floating population and improving consumption level increase carbon emissions. • Industry energy intensity decreases carbon emissions.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Distribution System Segmented Model Simplification with Independent Dynamically Changing End-Use Loads

With more emerging technologies in power distribution systems, to support quasi-static time-series (QSTS) simulation over short time frames, accurately modeling the dynamic behavior of end-use load under various conditions is im- portant. However, time and cost can be a burden for the QSTS simulation of thousands of houses representing dynamic load behaviors on large distribution feeders. There are two main contributions of this paper in order to reduce the QSTS simulation complexity. First, the paper presents a method to stochasti- cally model the dynamic behavior of end-use load for QSTS simulations. Second, using the stochastically modeled load behavior as an input to a distribution sys- tem, and building on our previous QSTS simulation simplification/acceleration method that relies on uniform load behavior, this paper presents a segment substitution approach for the simplification of distribution system models with independent dynamically changing end-use loads. Our numerical results show that compared to GridLAB-D, a software tool that simulates end-use load be- havior through physical models, the proposed stochastic modeling approach achieved an 89.3% simulation time reduction for end-use loads, while accurately capturing the temporally changing total load behavior. Moreover, the QSTS simulation of a large test distribution system through OpenDSS showed that the proposed simplification method decreased the feeder simulation time by a factor of three at less than 0.3% voltage error. Compared to our previous method with independent dynamic loads, the voltage error is reduced by a factor of four.

Power distribution system modeling, stochastic pro↗
DOE OSTI2016

Stochastic Predictions of Cell Kill During Stereotactic Ablative Radiation Therapy: Do Hypoxia and Reoxygenation Really Matter?

Purpose: To simulate stereotactic ablative radiation therapy on hypoxic and well-oxygenated in silico tumors, incorporating probabilistic parameter distributions and linear-quadratic versus linear-quadratic-cubic methodology and the evaluation of optimal fractionation schemes using biological effective dose (BED{sub α/β=10} {sub or} {sub 3}) comparisons. Methods and Materials: A temporal tumor growth and radiation therapy algorithm simulated high-dose external beam radiation therapy using stochastic methods. Realistic biological proliferative cellular hierarchy and pO{sub 2} histograms were incorporated into the 10{sup 8}-cell tumor model, with randomized radiation therapy applied during continual cell proliferation and volume-based gradual tumor reoxygenation. Dose fractions ranged from 6-35 Gy, with predictive outcomes presented in terms of the total doses (converted to BED) required to eliminate all cells that could potentially regenerate the tumor. Results: Well-oxygenated tumor control BED{sub 10} outcomes were not significantly different for high-dose versus conventional radiation therapy (BED{sub 10}: 79-84 Gy; Equivalent Dose in 2 Gy fractions with α/β of 10: 66-70 Gy); however, total treatment times decreased from 7 down to 1-3 weeks. For hypoxic tumors, an additional 28 Gy (51 Gy BED{sub 10}) was required, with BED{sub 10} increasing with dose per fraction due to wasted dose in the final fraction. Fractions of 9 Gy compromised well for total treatment time and BED, with BED{sub 10}:BED{sub 3} of 84:176 Gy for oxic and 132:278 Gy for non-reoxygenating hypoxic tumors. Initial doses of 12 Gy followed by 6 Gy further increased the therapeutic ratio. When delivering ≥9 Gy per fraction, applying reoxygenation and/or linear-quadratic-cubic cell survival both affected tumor control doses by a significant 1-2 fractions. Conclusions: The complex temporal dynamics of tumor oxygenation combined with probabilistic cell kinetics in the modeling of radiation therapy requires sophisticated stochastic modeling to predict tumor cell kill. For stereotactic ablative radiation therapy, high doses in the first week followed by doses that are more moderate may be beneficial because a high percentage of hypoxic cells could be eradicated early while keeping the required BED{sub 10} relatively low and BED{sub 3} toxicity to tolerable levels.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
DOE OSTI2017

Evaluation of a Machine-Learning Algorithm for Treatment Planning in Prostate Low-Dose-Rate Brachytherapy

Purpose: This work presents the application of a machine learning (ML) algorithm to automatically generate high-quality, prostate low-dose-rate (LDR) brachytherapy treatment plans. The ML algorithm can mimic characteristics of preoperative treatment plans deemed clinically acceptable by brachytherapists. The planning efficiency, dosimetry, and quality (as assessed by experts) of preoperative plans generated with an ML planning approach was retrospectively evaluated in this study. Methods and Materials: Preimplantation and postimplantation treatment plans were extracted from 100 high-quality LDR treatments and stored within a training database. The ML training algorithm matches similar features from a new LDR case to those within the training database to rapidly obtain an initial seed distribution; plans were then further fine-tuned using stochastic optimization. Preimplantation treatment plans generated by the ML algorithm were compared with brachytherapist (BT) treatment plans in terms of planning time (Wilcoxon rank sum, α = 0.05) and dosimetry (1-way analysis of variance, α = 0.05). Qualitative preimplantation plan quality was evaluated by expert LDR radiation oncologists using a Likert scale questionnaire. Results: The average planning time for the ML approach was 0.84 ± 0.57 minutes, compared with 17.88 ± 8.76 minutes for the expert planner (P=.020). Preimplantation plans were dosimetrically equivalent to the BT plans; the average prostate V150% was 4% lower for ML plans (P=.002), although the difference was not clinically significant. Respondents ranked the ML-generated plans as equivalent to expert BT treatment plans in terms of target coverage, normal tissue avoidance, implant confidence, and the need for plan modifications. Respondents had difficulty differentiating between plans generated by a human or those generated by the ML algorithm. Conclusions: Prostate LDR preimplantation treatment plans that have equivalent quality to plans created by brachytherapists can be rapidly generated using ML. The adoption of ML in the brachytherapy workflow is expected to improve LDR treatment plan uniformity while reducing planning time and resources.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
DOE OSTI2012

A method for solving stochastic equations by reduced order models and local approximations

A method is proposed for solving equations with random entries, referred to as stochastic equations (SEs). The method is based on two recent developments. The first approximates the response surface giving the solution of a stochastic equation as a function of its random parameters by a finite set of hyperplanes tangent to it at expansion points selected by geometrical arguments. The second approximates the vector of random parameters in the definition of a stochastic equation by a simple random vector, referred to as stochastic reduced order model (SROM), and uses it to construct a SROM for the solution of this equation. The proposed method is a direct extension of these two methods. It uses SROMs to select expansion points, rather than selecting these points by geometrical considerations, and represents the solution by linear and/or higher order local approximations. The implementation and the performance of the method are illustrated by numerical examples involving random eigenvalue problems and stochastic algebraic/differential equations. The method is conceptually simple, non-intrusive, efficient relative to classical Monte Carlo simulation, accurate, and guaranteed to converge to the exact solution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2012

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems

This paper deals with the formulation of a semi-intrusive (SI) method allowing the computation of statistics of linear and non linear PDEs solutions. This method shows to be very efficient to deal with probability density function of whatsoever form, long-term integration and discontinuities in stochastic space. Given a stochastic PDE where randomness is defined on Ω, starting from (i) a description of the solution in term of a space variables, (ii) a numerical scheme defined for any event ω∈Ω and (iii) a (family) of random variables that may be correlated, the solution is numerically described by its conditional expectancies of point values or cell averages and its evaluation constructed from the deterministic scheme. One of the tools is a tessellation of the random space as in finite volume methods for the space variables. Then, using these conditional expectancies and the geometrical description of the tessellation, a piecewise polynomial approximation in the random variables is computed using a reconstruction method that is standard for high order finite volume space, except that the measure is no longer the standard Lebesgue measure but the probability measure. This reconstruction is then used to formulate a scheme on the numerical approximation of the solution from the deterministic scheme. This new approach is said semi-intrusive because it requires only a limited amount of modification in a deterministic solver to quantify uncertainty on the state when the solver includes uncertain variables. The effectiveness of this method is illustrated for a modified version of Kraichnan–Orszag three-mode problem where a discontinuous pdf is associated to the stochastic variable, and for a nozzle flow with shocks. The results have been analyzed in terms of accuracy and probability measure flexibility. Finally, the importance of the probabilistic reconstruction in the stochastic space is shown up on an example where the exact solution is computable, the viscous Burgers equation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Simulation-based optimal Bayesian experimental design for nonlinear systems

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters. Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Parallel multiscale simulations of a brain aneurysm

Cardiovascular pathologies, such as a brain aneurysm, are affected by the global blood circulation as well as by the local microrheology. Hence, developing computational models for such cases requires the coupling of disparate spatial and temporal scales often governed by diverse mathematical descriptions, e.g., by partial differential equations (continuum) and ordinary differential equations for discrete particles (atomistic). However, interfacing atomistic-based with continuum-based domain discretizations is a challenging problem that requires both mathematical and computational advances. We present here a hybrid methodology that enabled us to perform the first multiscale simulations of platelet depositions on the wall of a brain aneurysm. The large scale flow features in the intracranial network are accurately resolved by using the high-order spectral element Navier–Stokes solver NεκTαr. The blood rheology inside the aneurysm is modeled using a coarse-grained stochastic molecular dynamics approach (the dissipative particle dynamics method) implemented in the parallel code LAMMPS. The continuum and atomistic domains overlap with interface conditions provided by effective forces computed adaptively to ensure continuity of states across the interface boundary. A two-way interaction is allowed with the time-evolving boundary of the (deposited) platelet clusters tracked by an immersed boundary method. The corresponding heterogeneous solvers (NεκTαr and LAMMPS) are linked together by a computational multilevel message passing interface that facilitates modularity and high parallel efficiency. Results of multiscale simulations of clot formation inside the aneurysm in a patient-specific arterial tree are presented. We also discuss the computational challenges involved and present scalability results of our coupled solver on up to 300 K computer processors. Validation of such coupled atomistic-continuum models is a main open issue that has to be addressed in future work.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2013

Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Time dependent solution for acceleration of tau-leaping

The tau-leaping method is often effective for speeding up discrete stochastic simulation of chemically reacting systems. However, when fast reactions are involved, the speed-up for this method can be quite limited. One way to address this is to apply a stochastic quasi-steady state assumption. However we must be careful when using this assumption. If the fast subsystem cannot reach a steady distribution fast enough, the quasi-steady-state assumption will propagate error into the simulation. To avoid these errors, we propose to use the time dependent solution rather than the quasi-steady-state. Generally speaking, the time dependent solution is not easy to derive for an arbitrary network. However, for some common motifs we do have time dependent solutions. We derive the time dependent solutions for these motifs, and then show how they can be used with tau-leaping to achieve substantial speed-ups, including for a realistic model of blood coagulation. Although the method is complicated, we have automated it.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Numerical solution of the Stratonovich- and Ito–Euler equations: Application to the stochastic piston problem

We consider a piston with a velocity perturbed by Brownian motion moving into a straight tube filled with a perfect gas at rest. The shock generated ahead of the piston can be located by solving the one-dimensional Euler equations driven by white noise using the Stratonovich or Ito formulations. We approximate the Brownian motion with its spectral truncation and subsequently apply stochastic collocation using either sparse grid or the quasi-Monte Carlo (QMC) method. In particular, we first transform the Euler equations with an unsteady stochastic boundary into stochastic Euler equations over a fixed domain with a time-dependent stochastic source term. We then solve the transformed equations by splitting them up into two parts, i.e., a ‘deterministic part’ and a ‘stochastic part’. Numerical results verify the Stratonovich–Euler and Ito–Euler models against stochastic perturbation results, and demonstrate the efficiency of sparse grid and QMC for small and large random piston motions, respectively. The variance of shock location of the piston grows cubically in the case of white noise in contrast to colored noise reported in [1], where the variance of shock location grows quadratically with time for short times and linearly for longer times.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Multiscale stochastic simulations of chemical reactions with regulated scale separation

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2013

Multi-element stochastic spectral projection for high quantile estimation

We investigate quantile estimation by multi-element generalized Polynomial Chaos (gPC) metamodel where the exact numerical model is approximated by complementary metamodels in overlapping domains that mimic the model’s exact response. The gPC metamodel is constructed by the non-intrusive stochastic spectral projection approach and function evaluation on the gPC metamodel can be considered as essentially free. Thus, large number of Monte Carlo samples from the metamodel can be used to estimate α-quantile, for moderate values of α. As the gPC metamodel is an expansion about the means of the inputs, its accuracy may worsen away from these mean values where the extreme events may occur. By increasing the approximation accuracy of the metamodel, we may eventually improve accuracy of quantile estimation but it is very expensive. A multi-element approach is therefore proposed by combining a global metamodel in the standard normal space with supplementary local metamodels constructed in bounded domains about the design points corresponding to the extreme events. To improve the accuracy and to minimize the sampling cost, sparse-tensor and anisotropic-tensor quadratures are tested in addition to the full-tensor Gauss quadrature in the construction of local metamodels; different bounds of the gPC expansion are also examined. The global and local metamodels are combined in the multi-element gPC (MEgPC) approach and it is shown that MEgPC can be more accurate than Monte Carlo or importance sampling methods for high quantile estimations for input dimensions roughly below N=8, a limit that is very much case- and α-dependent.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss–Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates.

97 MATHEMATICS AND COMPUTING↗