Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic approximation”

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 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Hydropower potential derived from streamflow extremes for Alaska, USA

Alaska is an expansive region known for its abundant natural resources, including thousands of miles of streams and rivers. These rivers represent potential opportunities for future hydropower development that could provide reliable energy supply for local communities. There is limited long-term high temporal resolution streamflow data available for the region, making data-driven estimates of potential hydropower and its variability across the state challenging. This study provides a novel data-driven approach for hydropower capacity estimation across Alaska. We use supervised machine learning to develop a relationship between the daily and peak flow duration curves in order to augment the size of our dataset from 44 sites to 67 sites. We perform a stochastic hydropower estimation across the 67 sites and identify approximately 1000 MW of total potential hydropower capacity distributed across these sites. Our study provides the first step towards more comprehensive hydropower estimation for this critical region, highlighting the need for future work integrating high-resolution spatial data, community needs, and economic constraints in estimates of potential hydropower development in Alaska.

Hydropower↗
DOE OSTI2021

Computational Math Problems for a Clean Energy Future

Cutting edge computational mathematics are ubiquitous in renewable energy research. Problems in resilient and reliable electric grid operations, infrastructure planning, wind farm yaw control, and more demand sophisticated and scalable computational tools that enable the transition of renewable energy technologies from proof of concept to deployment into our energy system. The mission of the Computational Science Center at NREL is to lead the lab's efforts to solve energy challenges using high-performance computing (HPC), computational science, applied mathematics, scientific data management, visualization, and informatics. In this poster, we provide a short overview of three areas of computational mathematics research at NREL: wind power scenario generation for stochastic grid operations and infrastructure planning, improved rational function approximations for electromagnetic transients codes, and wind farm yaw control using a combination of the Alternating Direction Method of Multipliers (ADMM) and reinforcement learning (RL). Increasing penetrations of renewable energy into power grids motivate the investigation of new approaches to characterizing uncertainty for five-minute economic dispatch problems. Similarly, as the penetration of distributed energy resources on power grids increases, it becomes important to revisit our methods of modelling transient phenomena, i.e. electromagnetic transients programs. Finally, the combination of ADMM and RL for wind farm yaw control presented here can potentially increase the efficiency of the deployed distributed controllers by orders of magnitude.

ADMM↗
DOE OSTI2020

Toward a systematic improvement of the fixed-node approximation in diffusion Monte Carlo for solids—A case study in diamond

While Diffusion Monte Carlo (DMC) is in principle an exact stochastic method for ab initio electronic structure calculations, in practice, the fermionic sign problem necessitates the use of the fixed-node approximation and trial wavefunctions with approximate nodes (or zeros). This approximation introduces a variational error in the energy that potentially can be tested and systematically improved. Here, we present a computational method that produces trial wavefunctions with systematically improvable nodes for DMC calculations of periodic solids. These trial wavefunctions are efficiently generated with the configuration interaction using a perturbative selection made iteratively (CIPSI) method. A simple protocol in which both exact and approximate results for finite supercells are used to extrapolate to the thermodynamic limit is introduced. This approach is illustrated in the case of the carbon diamond using Slater–Jastrow trial wavefunctions including up to one million Slater determinants. Fixed-node DMC energies obtained with such large expansions are much improved, and the fixed-node error is found to decrease monotonically and smoothly as a function of the number of determinants in the trial wavefunction, a property opening the way to a better control of this error. The cohesive energy extrapolated to the thermodynamic limit is in close agreement with the estimated experimental value. Interestingly, this is also the case at the single-determinant level, thus, indicating a very good error cancellation in carbon diamond between the bulk and atomic total fixed-node energies when using single-determinant nodes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach

Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2024

Stochastic Maxwell-Bloch equations for modeling amplified spontaneous emission

An approach for studying atom-radiation interaction has been developed, associating quantum operators with stochastic variables governed by discrete Heisenberg equations. This framework models general multilevel atomic systems using the paraxial approximation in both single- and multipass configurations. Simulation results for x-ray laser oscillators with parameters of interest are presented. Finally, the stochastic model is efficient to solve, as the required computational resources scale linearly with the number of emitters, and it may be applicable to various other quantum systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation

Abstract We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic simulators, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student- t observations; (ii) Student- t processes (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1–6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Optical stochastic cooling at Fermilab’s IOTA ring

Stochastic cooling (SC) constitutes one of the greatest conceptual and technological achievements in particle beam cooling. Numerous SC systems have been built in the microwave regime and used to extend the science reach of accelerator facilities worldwide. The ability to sense and correct the particle ensemble using high-bandwidth feedback systems is at the core of the concept. Here, we describe the first realization of SC at optical frequencies and bandwidths. The demonstration was recently carried out at Fermilab’s integrable optics test accelerator (IOTA) storage ring using the transit-time method of optical stochastic cooling (OSC) and achieved an integrated system bandwidth of approximately 20 THz, which is more than 2000 times that of conventional SC systems. This demonstration establishes the foundation for more advanced OSC experiments with high-gain amplification, currently underway at Fermilab, and the eventual application of OSC to colliders and other accelerator facilities.

Jarvis, Jonathan D. [Fermilab]↗
DOE OSTI2024

Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Here, this work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and theoretical extension of a random subspace derivative-free optimization (RSDFO) framework, and an algorithm for stochastic optimization with random models (STORM). Moreover, like RSDFO, STARS achieves scalability by minimizing interpolation models that approximate the objective in low-dimensional affine subspaces, thus significantly reducing per-iteration costs in terms of function evaluations and yielding strong performance on largescale stochastic DFO problems. The user-determined dimension of these subspaces, when the latter are defined, for example, by the columns of so-called Johnson-Lindenstrauss transforms, turns out to be independent of the dimension of the problem. For convergence purposes, inspired by the analyses of RSDFO and STORM, both a particular quality of the subspace and the accuracies of random function estimates and models are required to hold with sufficiently high, but fixed, probabilities. Using martingale theory under the latter assumptions, an almost sure global convergence of STARS to a first-order stationary point is shown, and the expected number of iterations required to reach a desired first-order accuracy is proved to be similar to that of STORM and other stochastic DFO algorithms, up to constants.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Space-Time Reduced-Order Modeling for Uncertainty Quantification

This work focuses on the space-time reduced-order modeling (ROM) method for solving large-scale uncertainty quantification (UQ) problems with multiple random coefficients. In contrast with the traditional space ROM approach, which performs dimension reduction in the spatial dimension, the space-time ROM approach performs dimension reduction on both the spatial and temporal domains, and thus enables accurate approximate solutions at a low cost. We incorporate the space-time ROM strategy with various classical stochastic UQ propagation methods such as stochastic Galerkin and Monte Carlo. Numerical results demonstrate that our methodology has significant computational advantages compared to state-of-the-art ROM approaches. By testing the approximation errors, we show that there is no obvious loss of simulation accuracy for space-time ROM given its high computational efficiency.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Laboratory Constraints on the Neutron-Spin Coupling of feV-Scale Axions

Ultralight axionlike particles can contribute to the dark matter near the Sun, leading to a distinct, stochastic signature in terrestrial experiments. We search for such particles through their neutron-spin coupling by reanalyzing approximately 40 days of data from a K- 3 He comagnetometer with a new frequency-domain likelihood-based formalism that properly accounts for stochastic effects over all axion coherence times relative to the experimental time span. Assuming that axions make up all of the dark matter in the Sun’s vicinity, we find a median 95% upper limit on the neutron-spin coupling of 2.4 × 10 −10 GeV −1 for most axion masses from 0.4 to 4 feV, which is about 5 orders of magnitude more stringent than previous laboratory bounds in that mass range. Although several peaks in the experiment’s magnetic power spectrum suggest the rejection of a white-noise null hypothesis, further analysis of their line shapes yields no positive evidence for a dark-matter axion.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Multistart algorithm for identifying all optima of nonconvex stochastic functions

Here, we propose a multistart algorithm to identify all local minima of a constrained, nonconvex stochastic optimization problem. The algorithm uniformly samples points in the domain and then starts a local stochastic optimization run from any point that is the "probabilistically best" point in its neighborhood. Under certain conditions, our algorithm is shown to asymptotically identify all local optima with high probability; this holds even though our algorithm is shown to almost surely start only finitely many local stochastic optimization runs. We demonstrate the performance of an implementation of our algorithm on nonconvex stochastic optimization problems, including identifying optimal variational parameters for the quantum approximate optimization algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Tensor Network Quantum Virtual Machine for Simulating Quantum Circuits at Exascale

The numerical simulation of quantum circuits is an indispensable tool for development, verification, and validation of hybrid quantum-classical algorithms intended for near-term quantum co-processors. The emergence of exascale high-performance computing (HPC) platforms presents new opportunities for pushing the boundaries of quantum circuit simulation. Here, we present a modernized version of the Tensor Network Quantum Virtual Machine (TNQVM) that serves as the quantum circuit simulation backend in the eXtreme-scale ACCelerator (XACC) framework. The new version is based on the scalable tensor network processing library ExaTN (Exascale Tensor Networks). It provides multiple configurable quantum circuit simulators that perform either an exact quantum circuit simulation via the full tensor network contraction or an approximate simulation via a suitably chosen tensor factorization scheme. Upon necessity, stochastic noise modeling from real quantum processors is incorporated into the simulations by modeling quantum channels with Kraus tensors. By combining the portable XACC quantum programming frontend and the scalable ExaTN numerical processing backend, we introduce an end-to-end virtual quantum development environment that can scale from laptops to future exascale platforms. We report initial benchmarks of our framework, which include a demonstration of the distributed execution, incorporation of quantum decoherence models, and simulation of the random quantum circuits used for the certification of quantum supremacy on Google’s Sycamore superconducting architecture.

Nguyen, Thien↗
DOE OSTI2024

Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements

In this paper, we consider a strongly convex stochastic optimization problem and propose three classes of variable sample-size stochastic first-order methods: (i) the standard stochastic gradient descent method, (ii) its accelerated variant, and (iii) the stochastic heavy-ball method. In each scheme, the exact gradients are approximated by averaging across an increasing batch size of sampled gradients. We prove that when the sample size increases at a geometric rate, the generated estimates converge in mean to the optimal solution at an analogous geometric rate for schemes (i)–(iii). Based on this result, we provide central limit statements, whereby it is shown that the rescaled estimation errors converge in distribution to a normal distribution with the associated covariance matrix dependent on the Hessian matrix, the covariance of the gradient noise, and the step length. If the sample size increases at a polynomial rate, we show that the estimation errors decay at a corresponding polynomial rate and establish the associated central limit theorems (CLTs). Under certain conditions, we discuss how both the algorithms and the associated limit theorems may be extended to constrained and nonsmooth regimes. As a result, we provide an avenue to construct confidence regions for the optimal solution based on the established CLTs and test the theoretical findings on a stochastic parameter estimation problem.

Lei, Jinlong↗
DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗
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 OSTI2023

COMPUTATIONAL MODELING OF IGNITION AND PREMIXED FLAME PROPAGATION INITIATED BY A PRE-CHAMBER TURBULENT JET

Addressing the pressing need for reduced carbon emissions, Turbulent Jet Ignition (TJI) emerges as a promising technology for ultra-lean combustion, offering enhanced thermal efficiencies and minimized cyclic variability in spark-ignited engines. To facilitate rapid testing and integration of this technology, a robust computational modeling framework is crucial. This study delves into the predictive capabilities of computational models for main-chamber ignition and premixed flame propagation using a single-cycle TJI rig measured by Biswas et al. (Applied Thermal Engineering, vol 106, 2016). Employing an open-source compressible flow simulation solver with Large Eddy Simulation (LES) for turbulence modeling, the investigation integrates the conventional Laminar Finite Rate Chemistry (LFRC) model alongside the transported Probability Density Method (PDF) for turbulence-chemistry interaction. A fully-consistent Eulerian Monte-Carlo Fields (EMCF) method is utilized to approximate the transported PDF, while Interaction by Exchange with Mean is employed to close micro-mixing terms in stochastic differential equations. A reduced chemical reaction mechanism with 21 species and 84 reactions (DRM-19) is used for solving chemical kinetics, and a double Gaussian energy deposition model is used to approximate the spark ignition in the pre-chamber. An unstructured O-grid mesh with 0.3 million cells in the prechamber and 1 million cells in the main chamber is employed. Results are divided into two phases: pre-chamber initialization and full TJI simulations. Validation of the predicted pre-chamber flame propagation and the lean ignition in the main-chamber is carried out by using available experimental data. Under quiescent conditions, both the LFRC and transported PDF methods largely underestimate the flame speed and subsequent pressure growth in the pre-chamber. A linear momentum forcing technique is applied to investigate the impact of initial turbulence in the pre-chamber, demonstrating a notable influence on flame propagation. Fine-tuning of the forcing coefficient reproduces the sudden pressure growth observed in the experiment. The experimentally validated pre-chamber simulation serves as the initial condition for the full TJI simulations. It is found that the LFRC model fails to predict lean-ignition in the main-chamber, resulting in a misfiring event. Incorporation of turbulence-chemistry interaction using the transported PDF method substantially improves the prediction of the ignition event in the main-chamber, achieving fair qualitative agreement and quantitative validation of combustion parameters within ±10% of the reported experimental data. The rich simulation results consisting of a full set of statistical description of the thermo-chemical states enable us to gain deep insights into the ignition mechanisms in the main chamber, which is limited when done experimentally. A novel dual ignition phenomenon is revealed in the TJI rig for the first time. Initially, a primary ignition kernel is formed at a downstream location which eventually detaches from the main jet. As the jet momentum decreases, a secondary ignition event follows, this time at a more upstream location which eventually combines with the primary ignition kernel to form a single connected flame front. Investigation of these ignition sequences in chemical composition space reveal distinct differences between the two. The primary ignition event in the main-chamber is followed by a large concentration of active radicals from the pre-chamber jet, accelerating the chain-branching steps, characterizing what has been referred to as flame ignition. In contrast, the secondary ignition occurs in the absence of active radicals in the pre-chamber jet, hence characterized as jet ignition. Further analysis of the effect of pre-chamber jet characteristics on lean ignition in the main-chamber is conducted by setting up cases with different initial pressure ratios (por) between the two chambers, a non-dimensional parameter, ranging from 1.2 to 3.2. As the initial pressure ratio increases, jet momentum increases, with dual ignition observed in cases above por= 2.2. Case with por= 3.2 lead to misfiring. The effect of ignition sequence on global combustion characteristics of TJI is analyzed. Dual ignition events lead to non-monotonicity in combustion characteristics such as global reaction progress variable, flame penetration, and global heat release rate. In dual ignition events, although the rate of fuel consumption and global heat release rate is initially lower, the secondary ignition leads to a sudden increase in flame surface area, resulting in a sudden jump and promoting the overall performance of the TJI system.

42 ENGINEERING↗
DOE OSTI2024

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.

Mathematics↗