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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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82 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS2000

A Probabilistic Framework for the Validation and Certification of Computer Simulations

The paper presents a methodology for quantifying, propagating, and managing the uncertainty in the data required to initialize computer simulations of complex phenomena. The purpose of the methodology is to permit the quantitative assessment of a certification level to be associated with the predictions from the simulations, as well as the design of a data acquisition strategy to achieve a target level of certification. The value of a methodology that can address the above issues is obvious, specially in light of the trend in the availability of computational resources, as well as the trend in sensor technology. These two trends make it possible to probe physical phenomena both with physical sensors, as well as with complex models, at previously inconceivable levels. With these new abilities arises the need to develop the knowledge to integrate the information from sensors and computer simulations. This is achieved in the present work by tracing both activities back to a level of abstraction that highlights their commonalities, thus allowing them to be manipulated in a mathematically consistent fashion. In particular, the mathematical theory underlying computer simulations has long been associated with partial differential equations and functional analysis concepts such as Hilbert spares and orthogonal projections. By relying on a probabilistic framework for the modeling of data, a Hilbert space framework emerges that permits the modeling of coefficients in the governing equations as random variables, or equivalently, as elements in a Hilbert space. This permits the development of an approximation theory for probabilistic problems that parallels that of deterministic approximation theory. According to this formalism, the solution of the problem is identified by its projection on a basis in the Hilbert space of random variables, as opposed to more traditional techniques where the solution is approximated by its first or second-order statistics. The present representation, in addition to capturing significantly more information than the traditional approach, facilitates the linkage between different interacting stochastic systems as is typically observed in real-life situations.

Ghanem, Roger↗
DOE OSTI2020

Identification of hot water end-use process of electric water heaters from energy measurements

This paper presents an algorithm for the identification of parameters for a stochastic hot water end-use process that drives a homogeneous population of thermostatically controlled electric water heaters (EWH). Usually, only metered interval consumption data (kWh) is collected and the hot water end-use process is unobservable to utility and aggregators. However, the availability of EWHs for demand response (DR) is closely coupled with the hot water end-use process. In this context, the hot water end-use process is modeled as a two-state Markov chain (Use / No use), which causes the thermostatic ON-OFF switching process to behave as a Markov renewal process (MRP). A set of first passage-time problems is developed to obtain the moments of the transition probability densities of the MRP. These problems are addressed by establishing a system of coupled partial differential equations characterizing the temperature evolution of the EWH population. A key quantity in the methodology for estimating the parameters is the total time an EWH is ON within a period of interest. It is referred to as the total busy time. Total busy time in this approach is a random variable for which analytical expressions of the moments are developed as a function of the metered window length. The latter expressions become the basis of a hot water demand model identification algorithm which is validated using agent-based simulations of EWHs.

42 ENGINEERING↗
DOE OSTI2022

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗
DOE OSTI2022

Non-intrusive reduced order modeling of natural convection in porous media using convolutional autoencoders: Comparison with linear subspace techniques

Natural convection in porous media is a highly nonlinear multiphysical problem relevant to many engineering applications (e.g., the process of CO 2 sequestration). Here, we extend and present a non-intrusive reduced order model of natural convection in porous media employing deep convolutional autoencoders for the compression and reconstruction and either radial basis function (RBF) interpolation or artificial neural networks (ANNs) for mapping parameters of partial differential equations (PDEs) on the corresponding nonlinear manifolds. To benchmark our approach, we also describe linear compression and reconstruction processes relying on proper orthogonal decomposition (POD) and ANNs. Further, we present comprehensive comparisons among different models through three benchmark problems. The reduced order models, linear and nonlinear approaches, are much faster than the finite element model, obtaining a maximum speed-up of 7 × 10 6 because our framework is not bound by the Courant–Friedrichs–Lewy condition; hence, it could deliver quantities of interest at any given time contrary to the finite element model. Our model’s accuracy still lies within a relative error of 7% in the worst-case scenario. We illustrate that, in specific settings, the nonlinear approach outperforms its linear counterpart and vice versa. We hypothesize that a visual comparison between principal component analysis (PCA) and t-Distributed Stochastic Neighbor Embedding (t-SNE) could indicate which method will perform better prior to employing any specific compression strategy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Parameter estimation with maximal updated densities

A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e., parameters). The subsequent inferential target is a distribution on parameters. Another type of inverse problem is to quantify uncertainties in estimates of “true” parameter values under the assumption that such uncertainties should be reduced as more data are incorporated into the problem, i.e., the uncertainty is considered epistemic. A major contribution of this work is the formulation and solution of such a parameter identification problem (PIP) within the measure-theoretic framework developed for the SIP. The approach is novel in that it utilizes a solution to a stochastic forward problem (SFP) to update an initial density only in the parameter directions informed by the model output data. In other words, this method performs “selective regularization” only in the parameter directions not informed by data. Further, the solution is defined by a maximal updated density (MUD) point where the updated density defines the measure-theoretic solution to the PIP. Another significant contribution of this work is the full theory of existence and uniqueness of MUD points for linear maps with Gaussian distributions. Data-constructed Quantity of Interest (QoI) maps are also presented and analyzed for solving the PIP within this measure-theoretic framework as a means of reducing uncertainties in the MUD estimate. We conclude with a demonstration of the general applicability of the method on two problems involving either spatial or temporal data for estimating uncertain model parameters. The first problem utilizes spatial data from a stationary partial differential equation to produce a MUD estimate of an uncertain boundary condition. The second problem utilizes temporal data obtained from the state-of-the-art ADvanced CIRCulation (ADCIRC) model to obtain a MUD estimate of uncertain wind drag coefficients for a simulated extreme weather event near the Shinnecock Inlet located in the Outer Barrier of Long Island, NY, USA.

42 ENGINEERING↗
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
DOE OSTI2021

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projection

Deep neural networks (DNNs) have achieved state-of-the-art performance across a variety of traditional machine learning tasks, e.g., speech recognition, image classification, and segmentation. The ability of DNNs to efficiently approximate high-dimensional functions has also motivated their use in scientific applications, e.g., to solve partial differential equations and to generate surrogate models. In this paper, we consider the supervised training of DNNs, which arises in many of the above applications. We focus on the central problem of optimizing the weights of the given DNN such that it accurately approximates the relation between observed input and target data. Devising effective solvers for this optimization problem is notoriously challenging due to the large number of weights, nonconvexity, data sparsity, and nontrivial choice of hyperparameters. To solve the optimization problem more efficiently, we propose the use of variable projection (VarPro), a method originally designed for separable nonlinear least-squares problems. Our main contribution is the Gauss--Newton VarPro method (GNvpro) that extends the reach of the VarPro idea to nonquadratic objective functions, most notably cross-entropy loss functions arising in classification. These extensions make GNvpro applicable to all training problems that involve a DNN whose last layer is an affine mapping, which is common in many state-of-the-art architectures. In our four numerical experiments from surrogate modeling, segmentation, and classification, GNvpro solves the optimization problem more efficiently than commonly used stochastic gradient descent (SGD) schemes. Finally, GNvpro finds solutions that generalize well, and in all but one example better than well-tuned SGD methods, to unseen data points.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Deep Generative Models that Solve PDEs: Distributed Computing for Training Large Data-Free Models

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been recently reported that successfully solve PDEs, with examples including deep feed forward networks, generative networks, and deep encoder-decoder networks. However, practical adoption of these approaches is limited by the difficulty in training these models, especially to make predictions at large output resolutions (≥1024×1024). Here we report on a software framework for data parallel distributed deep learning that resolves the twin challenges of training these large SciML models - training in reasonable time as well as distributing the storage requirements. Our framework provides several out of the box functionality including (a) loss integrity independent of number of processes, (b) synchronized batch normalization, and (c) distributed higher-order optimization methods. We show excellent scalability of this framework on both cloud as well as HPC clusters, and report on the interplay between bandwidth, network topology and bare metal vs cloud. We deploy this approach to train generative models of sizes hitherto not possible, showing that neural PDE solvers can be viably trained for practical applications. We also demonstrate that distributed higher-order optimization methods are 2-3× faster than stochastic gradient-based methods and provide minimal convergence drift with higher batch-size.

PDEs↗
DOE OSTI2021

Deep Learning Approaches to Surrogates for Solving the Diffusion Equation for Mechanistic Real-World Simulations

In many mechanistic medical, biological, physical, and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs), especially for diffusion, fluid flow and mechanical relaxation, can make simulations impractically slow. Biological models of tissues and organs often require the simultaneous calculation of the spatial variation of concentration of dozens of diffusing chemical species. One clinical example where rapid calculation of a diffusing field is of use is the estimation of oxygen gradients in the retina, based on imaging of the retinal vasculature, to guide surgical interventions in diabetic retinopathy. Furthermore, the ability to predict blood perfusion and oxygenation may one day guide clinical interventions in diverse settings, i.e., from stent placement in treating heart disease to BOLD fMRI interpretation in evaluating cognitive function (Xie et al., 2019; Lee et al., 2020). Since the quasi-steady-state solutions required for fast-diffusing chemical species like oxygen are particularly computationally costly, we consider the use of a neural network to provide an approximate solution to the steady-state diffusion equation. Machine learning surrogates, neural networks trained to provide approximate solutions to such complicated numerical problems, can often provide speed-ups of several orders of magnitude compared to direct calculation. Surrogates of PDEs could enable use of larger and more detailed models than are possible with direct calculation and can make including such simulations in real-time or near-real time workflows practical. Creating a surrogate requires running the direct calculation tens of thousands of times to generate training data and then training the neural network, both of which are computationally expensive. Often the practical applications of such models require thousands to millions of replica simulations, for example for parameter identification and uncertainty quantification, each of which gains speed from surrogate use and rapidly recovers the up-front costs of surrogate generation. We use a Convolutional Neural Network to approximate the stationary solution to the diffusion equation in the case of two equal-diameter, circular, constant-value sources located at random positions in a two-dimensional square domain with absorbing boundary conditions. Such a configuration caricatures the chemical concentration field of a fast-diffusing species like oxygen in a tissue with two parallel blood vessels in a cross section perpendicular to the two blood vessels. To improve convergence during training, we apply a training approach that uses roll-back to reject stochastic changes to the network that increase the loss function. The trained neural network approximation is about 1000 times faster than the direct calculation for individual replicas. Because different applications will have different criteria for acceptable approximation accuracy, we discuss a variety of loss functions and accuracy estimators that can help select the best network for a particular application. We briefly discuss some of the issues we encountered with overfitting, mismapping of the field values and the geometrical conditions that lead to large absolute and relative errors in the approximate solution.

60 APPLIED LIFE SCIENCES↗