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 811 records · Page 45

Noise-driven sidebranching in the boundary-layer model of dendritic solidification

In the context of local models of solidification, it is suggested that the sidebranching which appears to be a characteristic feature of dendritic processes may be generated by selective amplification of noise near the tip and that, under some circumstances, thermal fluctuations may be strong enough to explain the observed effects. This proposal is discussed based on the two-dimensional boundary-layer model with kinetic crystalline anisotropy. Experimental methods to distinguish this stochastic process from a deterministic, dynamical sidebranching mechanism are suggested, including the possibility of space-based experiments.

Pieters, R.↗

The search for structure - Object classification in large data sets

Research concerning object classifications schemes are reviewed, focusing on large data sets. Classification techniques are discussed, including syntactic, decision theoretic methods, fuzzy techniques, and stochastic and fuzzy grammars. Consideration is given to the automation of MK classification (Morgan and Keenan, 1973) and other problems associated with the classification of spectra. In addition, the classification of galaxies is examined, including the problems of systematic errors, blended objects, galaxy types, and galaxy clusters.

Kurtz, Michael J.↗

Advances and trends in computational structures technology

The major goals of computational structures technology (CST) are outlined, and recent advances in CST are examined. These include computational material modeling, stochastic-based modeling, computational methods for articulated structural dynamics, strategies and numerical algorithms for new computing systems, multidisciplinary analysis and optimization. The role of CST in the future development of structures technology and the multidisciplinary design of future flight vehicles is addressed, and the future directions of CST research in the prediction of failures of structural components, the solution of large-scale structural problems, and quality assessment and control of numerical simulations are discussed.

Noor, A. K.↗

Programming Probabilistic Structural Analysis for Parallel Processing Computer

The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

Sues, Robert H.↗

Expendable Launch Vehicle Studies

Analytical support studies of expendable launch vehicles concentrates on the stability of the dynamics during launch especially during or near the region of maximum dynamic pressure. The in-plane linearized dynamic equations of a generic launch vehicle with multiple flexible bending and fuel sloshing modes are developed. The design of a robust LQR controller based on the reduced order system is accomplished using the parameter perturbation technique. The ELV modeling and analysis team has spent the past three years working on the theoretical development and application of sensitivity analysis to solve eigenvalue problems associated with structural dynamics. Specific application areas include stochastic vibrations, viscously damped vibrations and nonlinear dynamics. In stochastic linear vibrations, sensitivity analysis methods have been developed which determined the expectation and variance of the response for given probability density functions of various stochastic parameters. Examples worked include beam vibrations with up to six stochastic parameters; and the eigensensitivity results differ little from those obtained, with much effect, from Monte Carlo techniques. For viscously damped vibrations, eigensensitivity analysis has given excellent results for homogeneous beams, modeled by either quadratic or quartic eigenvalue equations. Specific applications include Kevin and Maxwell-type viscoelastic beams.

Bainum, P. M.↗

Long-range correlations in nucleotide sequences

DNA sequences have been analysed using models, such as an n-step Markov chain, that incorporate the possibility of short-range nucleotide correlations. We propose here a method for studying the stochastic properties of nucleotide sequences by constructing a 1:1 map of the nucleotide sequence onto a walk, which we term a 'DNA walk'. We then use the mapping to provide a quantitative measure of the correlation between nucleotides over long distances along the DNA chain. Thus we uncover in the nucleotide sequence a remarkably long-range power law correlation that implies a new scale-invariant property of DNA. We find such long-range correlations in intron-containing genes and in nontranscribed regulatory DNA sequences, but not in complementary DNA sequences or intron-less genes.

NASA Discipline Cardiopulmonary↗

A Holistic DSMC Transport Database for Re-Entry and Ablation Modeling

Hybrid simulation frameworks combining Computational Fluid Dynamics (CFD) and Direct Simulation Monte Carlo (DSMC) are frequently employed to efficiently perform high-fidelity solutions of environments containing combined continuum/rarified flow. The use of DSMC, a stochastic, particle-based method, is necessary for high-Knudsen flow where continuum-based assumptions governing CFD break down. However, the DSMC methodology is generally very computationally inefficient to model the continuum regime. In a CFD/DSMC hybrid approach, obtaining an accurate, high-fidelity solution hinges on the consistent treatment of transport properties and the used thermo-chemical models employed within the two solvers. In principle, in regions where CFD and DSMC are both employed, the same gas mixture under the same conditions should have the same properties, regardless of simulation type. Observed differences should be due to non-equilibrium processes, rather than differences in physical models. While the transport models governing CFD and DSMC simulations are starkly different, they can effectively be linked via their use of reduced Chapman-Enskog collision integrals. In CFD, these integrals are typically stored as fitted polynomial expressions and used to directly compute gas transport properties via mixing rules or the full Chapman-Enskog formulation. In DSMC, they can be used to derive the collision parameters needed for the phenomenological collision cross-section models that govern particle interactions, via a Nelder-Mead optimization scheme. The goal of this work is to provide a unified DSMC transport database encompassing the vast majority of known gas species encountered during atmospheric entry, on Earth or any other Solar body. This goal is largely possible due to recently performed ab-initio quantum chemistry calculations. Combined with other high-fidelity literature sources, the planned database will consist of collision integral data for over 200 neutral and ionized species and over 17000 binary collisions. From these collision integrals, Nelder-Mead optimization is used to compute Variable Soft Sphere (VSS) collision model parameters for DSMC, fitted from 300 K to 20000 K. Initial comparisons of transport properties of relevant equilibrium gas mixtures show great agreement between CFD and DSMC-derived results. The completed database will be able to be readily applied to model binary collisions of any gas mixture containing the included species over the specified temperature range, making it a valuable tool for future planetary probe modeling efforts. An example is shown below. Equilibrium mixture transport properties for a 19-species Titan atmospheric model [4] are computed using both fitted VSS parameters and the original CFD collision integral values. Deviations in computed properties between the two approaches is less than 5% for the entire temperature range.

M R Gosma↗

Recommended DSMC Collision Model Parameters for Planetary Entry

Hybrid simulation frameworks combining Computational Fluid Dynamics (CFD) and Direct Simulation Monte Carlo (DSMC) are frequently employed to efficiently perform high-fidelity simulations of environments consisting of both continuum and rarified flow. DSMC is a stochastic, particle-based method which solves the fundamental Boltzmann equation and is therefore necessary for high-Knudsen flow where continuum-based assumptions governing CFD break down. However, the DSMC methodology is generally computationally inefficient to model the continuum regime. In a CFD/DSMC hybrid approach, obtaining an accurate, high-fidelity solution hinges on the consistent treatment of transport properties and the thermo-chemical models employed within the two solvers. In principle, in regions where CFD and DSMC are both employed, the same gas mixture under the same conditions should have the same properties, regardless of simulation type. Observed differences should be due to non-equilibrium processes, rather than differences in physical models. The goal of this work is to provide a comprehensive DSMC transport database encompassing the vast majority of known gas species encountered during Earth or other planetary atmospheric entry. This goal is largely possible due to recently performed ab initio quantum chemistry calculations. Combined with other high-fidelity data, the planned database will consist of collision integral data for over 200 neutral and ionized species and over 20000 binary collisions. From these collision integrals, Nelder-Mead optimization is used to compute collision-specific Variable Soft Sphere (VSS) collision model parameters, fitted from 300 K to 20000 K. Initial comparisons of transport properties of relevant equilibrium gas mixtures show great agreement between CFD and DSMC-derived results. The completed database can be readily applied to model binary collisions of any gas mixture containing the included species over the specified temperature range, making it a valuable tool for future planetary probe modeling efforts. An example is shown below in Fig. 1. Equilibrium mixture transport properties for a 35-species mixture composed originally of 10% air and 90% pyrolysis species of a carbon-phenolic ablator material [4] are computed using both fitted VSS Parameters and the original CFD collision integral values. Deviations in computed properties between the two approaches are less than 5% for the entire temperature range.

M. R. Gosma↗

3D Representative Volume Element Reconstruction of Fiber Composites via Orientation Tensor and Substructure Features

To provide a seamless integration of manufacturing processing simulation and fiber microstructure modeling, two new stochastic 3D microstructure reconstruction methods are proposed for two types of random fiber composites: random short fiber composites, and Sheet Molding Compounds (SMC) chopped fiber composites. A Random Sequential Adsorption (RSA) algorithm is first developed to embed statistical orientation information into 3D RVE reconstruction of random short fiber composites. For the SMC composites, an optimized Voronoi diagram based approach is developed for capturing the substructure features of SMC chopped fiber composites. The proposed methods are distinguished from other reconstruction works by providing a way of integrating statistical information (fiber orientation tensor) obtained from material processing simulation, as well as capturing the multiscale substructures of the SMC composites.

Li, Yi↗

Nonlinear Matrix Approximation with Radial Basis Function Components

We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.

Rebrova, Elizaveta↗

Multi-Period Active Distribution Network Planning Using Multi-Stage Stochastic Programming and Nested Decomposition by SDDIP

This paper presents a multi-period active distribution network planning (ADNP) with distributed generation (DG). The objective of the proposed ADNP is to minimize the total planning cost, subject to both investment and operation constraints. The paper proposes a multi-stage stochastic optimization model to address DG uncertainties over several periods, in which the decisions are made sequentially by only using the present-stage information. A nested decomposition method is proposed which applies the stochastic dual dynamic integer programming (SDDIP) method to address computational intractabilities of the proposed ADNP approach. The presented numerical results and discussions on a 33-bus distribution system and a large-scale 906-bus system verify the effectiveness of the proposed ADNP method and its solution method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Modeling Uncertainty in Large Natural Resource Allocation Problems

The productivity of the world's natural resources is critically dependent on a variety of highly uncertain factors, which obscure individual investors and governments that seek to make long-term, sometimes irreversible investments in their exploration and utilization. These dynamic considerations are poorly represented in disaggregated resource models, as incorporating uncertainty into large-dimensional problems presents a challenging computational task. This study introduces a novel numerical method to solve large-scale dynamic stochastic natural resource allocation problems that cannot be addressed by conventional methods. The method is illustrated with an application focusing on the allocation of global land resource use under stochastic crop yields due to adverse climate impacts and limits on further technological progress. For the same model parameters, the range of land conversion is considerably smaller for the dynamic stochastic model as compared to deterministic scenario analysis. The scenario analysis can thus significantly overstate the magnitude of expected land conversion under uncertain crop yields.

Cai, Yongyang↗

Stochastic Dynamic Analysis for Power Systems Under Uncertain Variability

This paper proposes a novel method to analyze impacts of uncertain variability on power system dynamics. There is considerable interest in integrating intermittent renewable energy and plug-in electric vehicles into power systems. Therefore, power systems are in an environment with increasing uncertain variability. In this paper, the uncertain variability is described as a continuous-time stochastic process, and thus, the power system under uncertain variability is modeled by stochastic differential equations. To quantify impacts of uncertain variability on power system dynamics, an intra-region probability index is presented. Based on the stochastic averaging method, an analytical method is proposed to calculate the intra-region probability. Compared to Monte Carlo simulation, the proposed method is many orders of magnitude faster without sacrificing the result accuracy. As a result, several insights are given to improve the power system dynamics under uncertain variability.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Application of Variance Reduction Techniques in RMC Burnup and Thermal-Hydraulic Coupled Calculation

In reactor analog simulation, the Monte Carlo method has relatively high fidelity since it can reduce calculation errors resulting from using approximation methods by describing complex geometry and neutron energy spectra. The Monte Carlo method is, in essence, a stochastic simulation of the neutron transport process, and statistical uncertainty of all the computed results must be provided. In large-scale reactor computation, this method can accurately estimate integral quantities such as the effective multiplication factor (K{sub eff}), and it can limit the uncertainty within an acceptable range via reasonably selecting simulation particles. Nevertheless, it faces great challenges in estimating local quantities like neutron flux and fission power, with uncertainty of estimators beyond acceptance. To decrease the uncertainty of local quantities by increasing simulation particles may cost much time and reduce efficiency. The main reasons are as follows. Firstly, the scale of reactors is so large that common pressurized water reactors have tens of thousands of lattice cells; secondly, uneven distribution of neutron flux and fission power causes uneven distribution of uncertainty. Smith K. puts forward the 95/95 principle to estimate whether uncertainty calculated with Monte Carlo Code satisfies the requirement. According to the principle, with a confidence level of 95%, statistical errors of power density in more than 95% of the regions should be less than 1%. To meet the requirement of the principle, the uniform fission site (UFS) method is raised currently. UFS aims at redistributing fission sources to uniformize the fission source sampling, which can make statistical variance distribution more uniform. This method, which is easy to use, will not obviously increase computation time. Many studies show that UFS has a good variance reduction effect in Monte Carlo criticality calculation, but less attention is paid to its performance in burnup calculation and thermal-hydraulic coupled calculation. Uncertainty arising from the Monte Carlo method has a large impact on burnup calculation and thermal-hydraulic coupled calculation. Variance propagates between burnup steps and between iterative steps of coupled calculation, which causes asymmetry of results of the physical symmetrical regions and instability of coupled iterative convergence errors. To further verify the effect of UFS, this study uses it in the RMC (the Reactor Monte Carlo code) burnup calculation module and the neutronics/thermohydraulics coupled calculation module, and conducts two-dimensional pressurized water reactor burnup calculation and BEAVRS benchmark thermalhydraulic coupled calculation. In this way, it verifies the improvement effect of UFS on variance propagation. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

GPU Acceleration of History-Based Multigroup Monte Carlo

Accurate solutions of the radiation transport equation play an important role in the analysis of many nuclear systems. Because there is no need to discretize the problem, Monte Carlo methods offer the most accurate possible solutions to the transport equation. However, significant computational effort is required to reduce the stochastic noise inherent to Monte Carlo methods. Current trends in high performance computing are moving towards vectorized, single instruction multiple data (SIMD), architectures such as Intel Xeon Phis and graphics processing units (GPUs) due to their favorable ratio of performance to power consumption. The challenge of adapting Monte Carlo transport to vectorized computing architectures was first addressed by Brown with an algorithm known as event-based Monte Carlo. In this approach, rather than simulating individual particle histories from birth to death, groups of particles are processed one event at a time. This allows each event batch to perform the same operations in lockstep, enabling use of the vector hardware. Although modern vectorized hardware is more versatile than the early vector machines, reducing so-called thread divergence is nonetheless still an important consideration for algorithm design. Many of the algorithms proposed so far for Monte Carlo transport on advanced architectures have focused on variants of event-based transport. Some evidence, however, suggests that low-level thread divergence, resulting from short-lived branching statements, may not be detrimental to overall performance on GPUs as long as the effect on achievable memory bandwidth is considered. This paper characterizes the performance of a traditional history-based Monte Carlo algorithm on GPUs. We show that with only minor modifications to traditional algorithms, significant performance gains relative to CPUs are possible. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗