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DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user’s manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota’s iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Attack-Resilient Weighted $\ell_{1}$ Observer with Prior Pruning

Security related questions for Cyber Physical Systems (CPS) have attracted much research attention in searching for novel methods for attack-resilient control and/or estimation. Specifically, false data injection attacks (FDIAs) have been shown to be capable of bypassing bad data detection (BDD), while arbitrarily compromising the integrity of state estimators and robust controller even with very sparse measurements corruption. Moreover, based on the inherent sparsity of pragmatic attack signals, ℓ1 -minimization scheme has been used extensively to improve the design of attack-resilient estimators. For this, the theoretical maximum for the percentage of compromised nodes that can be accommodated has been shown to be 50%. In order to guarantee correct state recoveries for larger percentage of attacked nodes, researchers have begun to incorporate prior information into the underlying resilient observer design framework. For the most pragmatic cases, this prior information is often obtained through some data-driven machine learning process. Existing results have shown strong positive correlation between the tolerated attack percentages and the precision of the prior information. In this paper, we present a pruning method to improve the precision of the prior information, given corresponding stochastic uncertainty characteristics of the underlying machine learning model. Then a weighted ℓ1 -minimization is proposed based on the pruned prior. The theoretical and simulation results show that the pruning method significantly improves the observer performance for much larger attack percentages, even when moderately accurate machine learning model used.

Resilient observer, Cyber-physical systems, prunin↗

NASA NTRSDate not supplied

Probing Sensitivity of Discharge Characteristics to Model Selection using Uncertainty Quantification in an aprotic Li-Oxygen Battery

Currently, there are several models in the literature, such as kinetic models, microstructural models, and mass transport models that describe a Li-air battery's discharge behavior. Many of these models are calibrated and tested at low current densities and cannot be easily transferred to high current densities. Even at low current densities, there is no quantitative method for a researcher to choose a reaction kinetic model such as classical Butler-Volmer and its derivatives, and modified Marcus-Hush-Chidsey, a resistance model for lithium peroxide such as electron transport via tunneling or linear resistivity, a surface coverage model (lithium peroxide growth) such as partial coverage or full coverage, and mass transport model (discussed in Ref. [1]). Also, it is time-consuming to test different models at high current density (1C) due to a lack of well-tested models and well-calibrated model parameters. For this presentation, we will develop an analytical model, which acts as a surrogate model for a sophisticated finite element model to predict discharge time and discharge voltage. Next, we use an uncertainty quantifying technique called reduced-order stochastic optimization [2, 3] to determine the uncertainty in model parameters for rate kinetics, lithium peroxide resistivity, and parasitic resistance. Finally, a finite element simulation is performed to determine the error introduced by the surrogate model and its influence on the uncertainty in the model parameters.

M Mehta↗

DOE OSTI2021

An Integrated High-performance Computing and Digital Real-time Simulation Testbed to Benchmark Closed-loop Load Shedding Algorithms in Power Systems

An integrated testbed using digital real-time simulator (DRTS) and a high-performance computing (HPC) cluster is presented here to compare speed and performance of computational schemes to mitigate time-critical issues in electric power systems. The first approach in this testbed validation is taken by running a set of closed-loop load shedding algorithms to compare and contrast two paradigms of arresting cascading failure propagation. Two algorithms involve solving DC and AC power flow model-based optimization problems to compute load shedding at different buses, while a model-based stochastic search using parallel computing provides a viable alternative. The algorithms are implemented in the DRTS-HPC testbed for the IEEE 14-bus benchmark transmission system. As a proof of the concept, simulation results are presented for implementation of closed-loop load-shedding algorithms for cascading failures in the DRTS-HPC testbed

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2022

Exponential Escape Rate of Filamentary Incubation in Mott Spiking Neurons

Mott materials such as vanadium oxides, when subject to a strong applied voltage, present an inhomogeneous insulator-to-metal transition with formation of metallic filaments within the insulating bulk. This property is enabling the development of compact and power-efficient neuromorphic devices known as Mott neurons. However, the nature of the transition has not been fully understood yet, as it may be attributed to different effects, including Joule self-heating and hot-carrier injection. Moreover, the experimental determination of the threshold voltage needed to induce the transition has proven to be challenging, as the transition becomes increasingly unpredictable when the threshold is approached. The physical understanding of these issues would not only deepen our understanding of Mott insulators, but would also be an important step toward the realization of neuromorphic devices based on such materials. In this work we use numerical simulations based on the Mott resistor network model to study the nature of the filament incubation and formation process. Here, we show that both electronic and thermal effects, in the form of current density focusing and Joule self-heating, respectively, contribute to the filamentary incubation and growth. Remarkably, we find that the percolation of the metallic filaments near the threshold is intrinsically stochastic, qualitatively similar to the familiar Arrhenius activated behavior and to the stochastic firing of biological neurons. More precisely, we characterize the filament percolation as a Poisson point process, which has the same probability distribution as mathematical models of neuronal firing with an exponential escape rate. Finally, we support the numerical simulation results by performing experiments in VO 2 that are in agreement with the exponential escape rate behavior. Thus, we establish a functionality of Mott insulators that opens a path toward implementing neuromorphic hardware with quantum materials.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

Risk-Informed Applications and Science – Past, Present, & Future

This is a presentation to be made at the University of Tokyo. The Idaho National Laboratory is creating the next-generation reliability- and risk-assessment methods and tools that support risk-informed decision-making by combining physics-based models with probabilistic quantification approaches. Integrating these two worlds of physics and probability using a simulation framework leads us to predictions based upon an approach called “computational risk assessment” which will serve as the technical basis for the future of reliability and risk approaches. The driving factors for this new approach includes: temporal (timing issues), spatial (location issues), mechanistic (physics issues), and topological (complexity issues). By combining phenomenology directly with stochastic quantification, we are able to perform advanced uncertainty analysis directly on both parameters and models. In addition, new tools allow for the creation of reduced order models that mimic high-fidelity engineering models while still permitting the realization of thousands of simulation iterations in short run-times on current workstation-class computers. While these advanced methods and tools can provide increased realism in our engineering safety and risk approaches, their greater benefit is to provide a risk-informed engineering framework for design and operation. This talk will briefly review the history of risk assessment and risk-informed applications, describe some of the current research and development found at the Idaho National Laboratory, and discuss potential future applications and approaches for advanced methods and tools.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2007

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

DOE OSTI2026

PPPL Report on Reduced Modeling of Fusion Alpha Transport in ARC Burning Plasmas

We are reporting on the modeling of fusion alpha particle transport in the planned ARC fusion device being designed by the CFS (Commonwealth Fusion Systems: https://cfs.energy). The ARC tokamak is designed to operate in a burning-plasma regime characterized by a substantial population of fusion-born alpha particles. Alfvén eigenmode (AE) stability is assessed both analytically and numerically, incorporating alpha-particle drive, ion Landau, and radiative damping from thermal species and collisional damping from trapped electrons. Regions of unstable and near-threshold AE activity are mapped across ARC’s operational parameter space. Linear stability analysis with NOVA indicates multiple, often marginally unstable AEs, extending to toroidal mode numbers up to n= 30. The present report focuses on the ARC flat-top operating point prior to the sawtooth event. Alpha-particle transport on timescales exceeding the neoclassical slowing-down time is assessed using the NUBEAM module [1][2] of the TRANSP code [3], employing transport coefficients derived from the RBQ quasilinear modeling (cf. Appendix B). These global simulations identify favorable and unfavorable operating regimes with respect to alpha confinement, pressure redistribution, and overall alpha-heating efficiency. We also evaluate additional transport mechanisms—including neoclassical tearing mode (TM)–induced stochasticity, sawtooth-driven redistribution, and toroidal-field ripple using the kick model (cf. Appendix C) which makes use of the guiding-center code ORBIT, see Section 5. The kick model is integrated into TRANSP to enable self-consistent predictions of alpha-driven current formation and sustainment within the ARC scenario. Sensitivity scans are performed over the mode frequency, rational-surface alignment, island width, mode amplitude, and proximity of the limiter to the plasma. Our study provides an initial, physics-based guidance for machine design, operational planning, and equilibrium control, ensuring adequate alpha confinement and robust self-heating performance in ARC. Our simulations mostly targeted worst case scenarios, e.g. for TMs and sawteeth. Overall, we expect benign effects for the ARC scenario investigated in this work on fusion alpha confinement and losses in the presence of AEs, tearing modes and sawteeth. This report addresses three thrusts identified at the outset. The first thrust focuses on analytic estimates of the parametric dependencies of EP relaxation based on local AE stability simulations (Section 3). The second thrust involves global evaluations of AE stability using the NOVA, RBQ, and NUBEAM codes (Section 4). Finally, we investigate alpha-particle transport driven by low-frequency instabilities associated with sawteeth and tearing modes (Section 5).

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2022

Kinetic model development and Bayesian uncertainty quantification for the complete reduction of Fe-based oxygen carriers with CH 4 , CO, and H 2 for chemical looping combustion

In this work, three kinetic models are developed and calibrated for the complete multi-step reduction of an Fe-based oxygen carrier (OC) particle with CH 4 , CO, and H 2 , using data from thermogravimetric analysis. The complete reduction rate profiles exhibit complex dynamics whose trajectory is significantly different depending on the reducing gas. A Bayesian model building and parameter estimation framework is applied for simultaneous parameter and model structure uncertainty quantification. The final models show excellent agreement between model predictions and calibration data, as well as new data not used for calibration (for the reduction of the OC with CH 4 ). Parameter uncertainty is quantified by determining joint posterior distribution, and model structure uncertainty is addressed by incorporating Gaussian process stochastic functions (represented by Bayesian smoothing splines) into the kinetic models. The final kinetic models with discrepancy functions are readily employable in equation-oriented simulation and optimization platforms.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2023

Joint Resource Modeling and Assessment for Hybrid Distributed Solar and Wind Systems

The inherent variability and uncertainty in distributed energy resources can presents myriad challenges to the planning and operations of power systems. These risks are poised to become larger as the penetration of renewable energy sources rises in the power generation mix. Hybrid solar-wind energy systems are able to mitigate some of these risks by their complementary resource availability. Surface solar and wind fields are coupled and correlated in both space and time. Appropriately estimating the hybrid solar wind energy system requires simulating the spatio-temporal structure of these fields that can be produced for each time horizon. We introduce a novel joint spatio-temporal stochastic differential equation (SPDE) approach that captures the spatio-temporal dynamics of solar and wind fields and their joint dependency over a domain for each time step. In the case study on Colorado, we consider nonstationary three-level hierarchical spatio temporal models for both hourly solar irradiance data and wind speed data in Colorado. Dependence between the solar irradiance data and wind speed data is captured by a shared spatio-temporal random effect. Our approach performs well in terms of the prediction score criterion.

joint modeling↗

DOE OSTI2020

Fast Computational Algorithms for Partial Differential Equations and Uncertainty Quantifications

This project concerned the construction, testing and analysis of computational algorithms for solving parameterized and stochastic partial differential equations. The study and understanding of equations of this type is of fundamental importance in numerous engineering and scientific applications. Examples include simulation of plasma dynamics in models of electric propulsion and nuclear fusion, simulation of multiphase flows, such as the flow of water, gas and oil in reservoirs, and structural analysis of the dependence of structures on materials. Parametrization is used in such settings when properties of the models such as viscosity of fluids or electric resistivity of materials are not precisely understood and instead are treated as random variables. The resulting solutions are themselves random, and having such solutions will enable engineers to use probabilistic methods to assess the likelihood of events, for example, whether a pollutant in a liquid will exceed a limit, and to use such analyses to develop ways to ensure positive outcomes. Construction of accurate (high resolution) computational solutions is expensive, requiring significant computer time and computational resources, and there is need to reduce computational cost to make simulation useful and effective. The aim of the project was to construct algorithms to efficiently compute surrogate solutions to parameterized problems to allow for efficient and accurate simulation. The technical approach used focused on two related strategies, based on rank-reduction methods and reduced-order models. These methods construct surrogate solutions of parameter-dependent models by projection or interpolation into low-dimensional approximation spaces. Cost savings are achieved if the low-dimensional spaces can be identified and constructed efficiently and if the resulting low-dimensional algebraic systems can be solved cheaply. Accomplishments include: Theoretical and empirical demonstration of the effectiveness of fast multigrid solution strategies for computing low-rank representations of parameter-dependent solutions to discrete partial differential equations, including the first proof establishing so-called textbook convergence properties for low-rank methods. Development of efficient solution algorithms for solving nonlinear parameter-dependent partial differential equations used in models of fluid dynamics. Developent of efficient algorithms for low-rank representation of solutions of time-dependent simulations of fluid dynamics using multi-dimensional tensor representations of solutions.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1998

Study of a Simulation Tool to Determine Achievable Control Dynamics and Control Power Requirements with Perfect Tracking

This paper contains a study of two methods for use in a generic nonlinear simulation tool that could be used to determine achievable control dynamics and control power requirements while performing perfect tracking maneuvers over the entire flight envelope. The two methods are NDI (nonlinear dynamic inversion) and the SOFFT(Stochastic Optimal Feedforward and Feedback Technology) feedforward control structure. Equivalent discrete and continuous SOFFT feedforward controllers have been developed. These equivalent forms clearly show that the closed-loop plant model loop is a plant inversion and is the same as the NDI formulation. The main difference is that the NDI formulation has a closed-loop controller structure whereas SOFFT uses an open-loop command model. Continuous, discrete, and hybrid controller structures have been developed and integrated into the formulation. Linear simulation results show that seven different configurations all give essentially the same response, with the NDI hybrid being slightly different. The SOFFT controller gave better tracking performance compared to the NDI controller when a nonlinear saturation element was added. Future plans include evaluation using a nonlinear simulation.

Ostroff, Aaron J.↗

DOE OSTI2024

Binary Quantum Control Optimization with Uncertain Hamiltonians

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.

conditional value-at-risk (CVaR)↗

NASA NTRS1992

Stochastic acceleration in impulsive solar flares

We consider ion energization by Alfven waves, and suggest that a combination of nonlinear Landau damping and gyroresonant acceleration could account for proton acceleration in impulsive solar flares. Based on simulations which include both processes in a H plasma, we find that 10 exp -5 of the ambient protons can be accelerated above 1 MeV and that these particles contain about 10 percent of the total available wave energy. From a simulation in a H-He plasma, we find a large ratio of accelerated alpha particles to protons. Furthermore, arguments based upon the nonlinear Landau damping rate indicate heavy element enhancements. These results are consistent with accelerated particle observations from impulsive flares.

Miller, James A.↗