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 829 records · Page 46
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

Supervised paralled-in-time algorithm for long-time Lagrangian simulations of stochastic dynamics: Application to hydrodynamics

Lagrangian particle methods based on detailed atomic and molecular and nanoscale systems. However, the maximum time step is limited by the smallest oscillation period of the fastest atomic motion, rendering long-time simulations very expensive. To resolve this bottleneck, we propose a supervised parallel-in-time algorithm for stochastic dynamics to accelerate long-time Lagrangian particle simulations. Our method is inspired by bottom-up coarse-graining projections that yield mean-field hydrodynamic behavior in the continuum limit.

Multiscale modeling, Lagrangian method, Parallel-i↗
DOE OSTI2012

A characterization of robust radiation therapy treatment planning methods-from expected value to worst case optimization

Purpose: To characterize a class of optimization formulations used to handle systematic and random errors in radiation therapy, and to study the differences between the methods within this class. Methods: The class of robust methods that can be formulated as minimax stochastic programs is studied. This class generalizes many previously used methods, ranging between optimization of the expected and the worst case objective value. The robust methods are used to plan intensity-modulated proton therapy (IMPT) treatments for a case subject to systematic setup and range errors, random setup errors with and without uncertain probability distribution, and combinations thereof. As reference, plans resulting from a conventional method that uses a margin to account for errors are shown. Results: For all types of errors, target coverage robustness increased with the conservativeness of the method. For systematic errors, best case organ at risk (OAR) doses increased and worst case doses decreased with the conservativeness. Accounting for random errors of fixed probability distribution resulted in heterogeneous dose. The heterogeneities were reduced when uncertainty in the probability distribution was accounted for. Doing so, the OAR doses decreased with the conservativeness. All robust methods studied resulted in more robust target coverage and lower OAR doses than the conventional method. Conclusions: Accounting for uncertainties is essential to ensure plan quality in complex radiation therapy such as IMPT. The utilization of more information than conventional in the optimization can lead to robust target coverage and low OAR doses. Increased target coverage robustness can be achieved by more conservative methods.

60 APPLIED LIFE SCIENCES↗
NASA NTRS1990

Determining structural performance

An overview of the methods and concepts developed to enhance and predict structural dynamic characteristics of advanced aeropropulsion systems is presented. Aeroelasticity, vibration control, dynamic systems, and computational structural methods are four disciplines that make up the structural dynamic effort at LeRC. The aeroelasticity program develops analytical and experimental methods for minimizing flutter and forced vibration of aerospace propulsion systems. Both frequency domain and time domain methods were developed for applications on the turbofan, turbopump, and advanced turboprop. In order to improve life and performance, the vibration control program conceives, analyzes, develops, and demonstrates new methods for controlling vibrations in aerospace systems. Active and passive vibration control is accomplished with electromagnetic dampers, magnetic bearings, and piezoelectric crystals to control rotor vibrations. The dynamic systems program analyzes and verifies the dynamics of interacting systems, as well as develops concepts and methods for high-temperature dynamic seals. Work in this field involves the analysis and parametric identification of large, nonlinear, damped, stochastic systems. The computational structural methods program exploits modern computer science as an aid to the solutions of structural problems.

Ernst, Michael A.↗
DOE OSTI2021

Modeling and Analysis of DC Microgrids as Stochastic Hybrid Systems

This study proposes a method of predicting the influence of random load behavior on the dynamics of dc microgrids and distribution systems. This is accomplished by combining stochastic load models and deterministic microgrid models. Together, these elements constitute a stochastic hybrid system. The resulting model enables straightforward calculation of dynamic state moments, which are used to assess the probability of desirable operating conditions. Specific consideration is given to systems based on the dual active bridge (DAB) topology. Bounds are derived for the probability of zero voltage switching (ZVS) in DAB converters. A simple example is presented to demonstrate how these bounds may be used to improve ZVS performance as an optimization problem. In conclusion, predictions of state moment dynamics and ZVS probability assessments are verified through comparisons to Monte Carlo simulations.

42 ENGINEERING↗
DOE OSTI2013

Generating moment matching scenarios using optimization techniques

An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem that is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Robust Parameter Design on Dual Stochastic Response Models With Constrained Bayesian Optimization

In engineering system design, minimizing the variations of the quality measurements while guaranteeing their overall quality up to certain levels, namely the robust parameter design (RPD), is crucial. Recent works have dealt with the design of a system whose response-control variables relationship is a deterministic function with a complex shape and function evaluation is expensive. In this work, we propose a Bayesian optimization method for the RPD of stochastic functions. Dual stochastic response models are carefully designed for stochastic functions. The heterogeneous variance of the sample mean is addressed by the predictive mean of the log variance surrogate model in a two-step approach. We establish an acquisition function that favors exploration across the feasible and optimality-improvable regions to effectively and efficiently solve the stochastic constrained optimization problem. Further, the performance of our proposed method is demonstrated by the extensive numerical and case studies. Note to Practitioners-Many manufacturing processes involve undesirable variations, which create variations in the final products. For example, many emerging manufacturing processes, such as nanomanufacturing, involve complex physical and chemical dynamics and transformation, creating variations in the manufacturing output. In such processes, it is crucial to design the manufacturing processes or products so that they have minimum variations in their quality. Meanwhile, it is also important to maintain the overall quality of the designed processes or products. Furthermore, acquiring data from many advanced manufacturing processes is often very costly, especially in the designing stage. In this work, we propose a data-driven method that automatically finds the best setting of manufacturing processes or products with the minimum variations of quality and a given constraint on the average quality satisfied. Our proposed method is used before conducting every experiment; It analyzes the historical data from previous experiments and provides a setting to be used in the next experiment. Our proposed method efficiently utilizes the historical data, and thus finds the best robust setting by conducting only a small number of experiments.

42 ENGINEERING↗
DOE OSTI2022

Comparison of Lagrangian Superdroplet and Eulerian Double-Moment Spectral Microphysics Schemes in Large-Eddy Simulations of an Isolated Cumulus Congestus Cloud

Abstract Advanced microphysics schemes (such as Eulerian bin and Lagrangian superdroplet) are becoming standard tools for cloud physics research and parameterization development. This study compares a double-moment bin scheme and a Lagrangian superdroplet scheme via large-eddy simulations of nonprecipitating and precipitating cumulus congestus clouds. Cloud water mixing ratio in the bin simulations is reduced compared to the Lagrangian simulations in the upper part of the cloud, likely from numerical diffusion, which is absent in the Lagrangian approach. Greater diffusion in the bin simulations is compensated by more secondary droplet activation (activation above cloud base), leading to similar or somewhat higher droplet number concentrations and smaller mean droplet radius than the Lagrangian simulations for the nonprecipitating case. The bin scheme also produces a significantly larger standard deviation of droplet radius than the superdroplet method, likely due to diffusion associated with the vertical advection of bin variables. However, the spectral width in the bin simulations is insensitive to the grid spacing between 50 and 100 m, suggesting other mechanisms may be compensating for diffusion as the grid spacing is modified. For the precipitating case, larger spectral width in the bin simulations initiates rain earlier and enhances rain development in a positive feedback loop. However, with time, rain formation in the superdroplet simulations catches up to the bin simulations. Offline calculations using the same drop size distributions in both schemes show that the different numerical methods for treating collision–coalescence also contribute to differences in rain formation. The stochastic collision–coalescence in the superdroplet method introduces more variability in drop growth for a given rain mixing ratio.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2016

Effective computation of stochastic protein kinetic equation by reducing stiffness via variable transformation

The stochastic protein kinetic equations can be stiff for certain parameters, which makes their numerical simulation rely on very small time step sizes, resulting in large computational cost and accumulated round-off errors. For such situation, we provide a method of reducing stiffness of the stochastic protein kinetic equation by means of a kind of variable transformation. Theoretical and numerical analysis show effectiveness of this method. Its generalization to a more general class of stochastic differential equation models is also discussed.

97 MATHEMATICS AND COMPUTING↗
NASA NTRSDate not supplied

Verifying Autonomous Air Traffic Algorithms in the Presence of Sensor Error and Flight Perturbations

We offer a method to verify algorithms for air traffic control in the presence of sensor errors and flight perturbations. Since errors and perturbations are described by stochastic processes, verification by analytical methods is difficult. We turn to Monte Carlo simulation, but there are two major obstacles. Since air traffic algorithms are safety-critical, the algorithm must be established at a very high confidence level which requires an enormous number of trials. Another is that a simulation attempts to show that an algorithm correctly handles a hazard that might appear, but there is a lack of information about the frequency of occurrence of hazards in the airspace. This paper offers a solution to these and other obstacles. It recognizes there may be a number of algorithms that address different hazards, and the results of the different simulations must be combined to satisfy a global reliability requirement at a high confidence level. To demonstrate the feasibility of the approach, we apply it to an example, an initial effort in collision avoidance.

verification↗
DOE OSTI2016

Using a derivative-free optimization method for multiple solutions of inverse transport problems

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a mesh adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.

42 ENGINEERING↗
NASA NTRS1995

Geostatistical Approaches for Spatial Estimation of Vegetation Quantities Using Ground and Image Data

A major challenge in the study of the earth system is the mapping of vegetation quantities over large regions. Geostatistical methods, such as cokriging and stochastic simulation, have the potential to exploit more fully both remotely sensed data and ground information and improve the spatial estimation of vegetation variables over traditional regression methods. A synthetic example constructed from imaging spectrometer data allows a useful comparison among regression, cokriging and a simple probability-field method. A range of linear relationships between direct (sampled) and ancillary images is used. The lowest root-mean-square-error is achieved with cokriging until the correlation between direct and ancillary data exceeds .89, at which point regression is the superior estimator. Probability-field simulation gives a range of possible realizations, most more precise than those from regression. The relationship between ground measurements and image data is thus demonstrated to be one of the critical factors in the choice of a spatial estimation method.

Dungan, Jennifer L.↗
DOE OSTI2022

A Multistage Stochastic Transmission Expansion Algorithm for Wide-Area Planning under Uncertainty

The overall objective for this project was to develop and demonstrate a set of methods for solving the transmission investment problem for a large network considering many possible scenarios of future conditions and multiple decision points when investments can be made. Project sub-objectives achieved this goal through a succession of extending the methods to apply to problems with increasing complexity or additional features, including the number of decision points, whether generation and transmission are co-optimized, and whether AC or DC power flow is used. A transmission model was developed for the Western Electric Coordinating Council (WECC) region, the high-voltage transmission system that serves the western third of the continental U.S. Using a dataset provided by WECC and by researchers from John Hopkins University, we have validated and demonstrated the model and used it to compare the new method for solving multi-stage stochastic transmission planning to several state-of-the-art techniques. The project has resulted in several key outcomes and achievements: The covariance-based method for choosing a small set of hours to represent short-term variability has superior performance in terms of accuracy to existing methods, including K-means clustering and Importance Sampling; The combined partitioning method for long-term uncertainty with the nested clustering approach for choosing representative hours for each long-term group has superior accuracy for equivalent computational effort compared with existing methods; Using the partitioning/clustering method combined with Sample Average Approximation provides both statistical bounds on the quality of the solution and at the same time, a complete investment plan for all contingencies in the full uncertainty set; no existing methods can provide both at the same time; The method is demonstrated to work well for choosing both transmission and generation investments; A variant on the method allows for both scenario selection and simultaneous correction for the error from the DC power flow approximation to provide a tractable method for AC power flow-based transmission planning under uncertainty; The method applied to the WECC case study demonstrates the additional value to the system operator and the consumer of identifying flexible investment options in the near-term decisions. In particular, the case study exhibits significant option value in postponing some transmission additions that appear useful but in some long-term system states create new congestion problems.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2018

Upscaling permeability for three-dimensional fractured porous rocks with the multiple boundary method

Upscaling permeability of grid blocks is crucial for groundwater models. A novel upscaling method for three-dimensional fractured porous rocks is presented. The objective of the study was to compare this method with the commonly used Oda upscaling method and the volume averaging method. First, the multiple boundary method and its computational framework were defined for three-dimensional stochastic fracture networks. Then, the different upscaling methods were compared for a set of rotated fractures, for tortuous fractures, and for two discrete fracture networks. The results computed by the multiple boundary method are comparable with those of the other two methods and fit best the analytical solution for a set of rotated fractures. The errors in flow rate of the equivalent fracture model decrease when using the multiple boundary method. Furthermore, the errors of the equivalent fracture models increase from well-connected fracture networks to poorly connected ones. Finally, the diagonal components of the equivalent permeability tensors tend to follow a normal or log-normal distribution for the well-connected fracture network model with infinite fracture size. By contrast, they exhibit a power-law distribution for the poorly connected fracture network with multiple scale fractures. The study demonstrates the accuracy and the flexibility of the multiple boundary upscaling concept. This makes it attractive for being incorporated into any existing flow-based upscaling procedures, which helps in reducing the uncertainty of groundwater models.

58 GEOSCIENCES↗
DOE OSTI2024

Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations

Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.

Bimolecular reactions↗
DOE OSTI2015

Enabling High-Dimensional Hierarchical Uncertainty Quantification by ANOVA and Tensor-Train Decomposition

Hierarchical uncertainty quantification can reduce the computational cost of stochastic circuit simulation by employing spectral methods at different levels. This paper presents an efficient framework to simulate hierarchically some challenging stochastic circuits/systems that include high-dimensional subsystems. Due to the high parameter dimensionality, it is challenging to both extract surrogate models at the low level of the design hierarchy and to handle them in the high-level simulation. In this paper, we develop an efficient analysis of variance-based stochastic circuit/microelectromechanical systems simulator to efficiently extract the surrogate models at the low level. In order to avoid the curse of dimensionality, we employ tensor-train decomposition at the high level to construct the basis functions and Gauss quadrature points. As a demonstration, we verify our algorithm on a stochastic oscillator with four MEMS capacitors and 184 random parameters. This challenging example is efficiently simulated by our simulator at the cost of only 10min in MATLAB on a regular personal computer.

ANOVA↗
DOE OSTI2022

General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification

A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.

Bayesian inference↗
DOE OSTI2022

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum design concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.

02 PETROLEUM↗