Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic models”

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 937 records · Page 52
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics↗
DOE OSTI2022

Quantifying the Impacts of Grain-scale Heterogeneity on Mechanical Response

Driven by the exceedingly high computational demands of simulating mechanical response in complex engineered systems with finely resolved finite element models, there is a critical need to optimally reduce the fidelity of such simulations. The minimum required fidelity is constrained by error tolerances on the simulation results, but error bounds are often impossible to obtain a priori. One such source of error is the variability of material properties within a body due to spatially non-uniform processing conditions and inherent stochasticity in material microstructure. This study seeks to quantify the effects of microstructural heterogeneity on component- and system-scale performance to aid in the choice of an appropriate material model and spatial resolution for finite element analysis.

36 MATERIALS SCIENCE↗
DOE OSTI2020

Curvature perturbations from stochastic particle production during inflation

We calculate the curvature power spectrum sourced by spectator fields that are excited repeatedly and non-adiabatically during inflation. In the absence of detailed information of the nature of spectator field interactions, we consider an ensemble of models with intervals between the repeated interactions and interaction strengths drawn from simple probabilistic distributions. We show that the curvature power spectra of each member of the ensemble shows rich structure with many features, and there is a large variability between different realizations of the same ensemble. Such features can be probed by the cosmic microwave background (CMB) and large scale structure observations. They can also have implications for primordial black hole formation and CMB spectral distortions. The geometric random walk behavior of the spectator field allows us to calculate the ensembleaveraged power spectrum of curvature perturbations semi-analytically. For sufficiently large stochastic sourcing, the ensemble averaged power spectrum shows a scale dependence arising from the time spent by modes outside the horizon during the period of particle production, in spite of there being no preferred scale in the underlying model. We find that the magnitude of the ensemble-averaged power spectrum overestimates the typical power spectra in the ensemble because the ensemble distribution of the power spectra is highly non-Gaussian with fat tails.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Multilevel Analysis, Design, and Modeling of Coupling Advanced Nuclear Reactors and Thermal Energy Storage in an Integrated Energy System

This report discusses the different options for coupling thermal energy storage (TES) systems to advanced nuclear power plants (A-NPPs) in order to enable flexible and hybrid plant operation. An advanced light-water reactor (A LWR), a high-temperature gas-cooled reactor (HTGR) and a liquid-metal fast reactor (LMFR) were selected as the initial use cases for demonstrating a thermally balanced energy storage coupling design for thermal power extraction. The models presented herein showcase several design considerations, focusing on optimal deployment methodologies for achieving steady-state and transient-state operation with minimum disruption to the nuclear power cycle. This first part of the study presents steady-state models developed using Aspen HYSYS®, with the thermal energy bypass for NPP-TES coupling being varied at up to 50%. The various components were sized using the Aspen Process Economic Analyzer (APEA) and Aspen Exchanger Design and Rating (EDR), when applicable. Cost functions from these models were developed using the latest publicly available data obtained from APEA V11. The TES-coupled A-NPP steady-state models and cost functions then provided a baseline for dynamic operation and process optimization by using Idaho National Laboratory (INL)’s Framework for Optimization of Resources and Economics (FORCE) tools. A stochastic optimization of the various energy storage systems coupled to the A-NPPs was then performed using the Risk Analysis Virtual Environment (RAVEN) and its dispatch optimization plugin, the Holistic Energy Resource Optimization Network (HERON). The signal processing and synthetic history capabilities of RAVEN were used to account for the unpredictable behavior of electricity markets. An autoregressive moving average (ARMA) model was used to analyze price signals from the Pennsylvania-New Jersey-Maryland (PJM) market and were applied to the HERON analysis in order to optimize a system with the best economics. Transient modeling evaluation was then performed using Modelica models within the HYBRID repository, which was developed at INL for the Department of Energy Integrated Energy Systems program for the characterization of dynamic integrated system behavior and feedback. This includes evaluation of the TES-coupled A-LWR systems’ impact on physical and thermal system response during imposed system demands. Additional TES-coupled reactor types, coupling approaches, markets, and TES technologies will be evaluated in future work.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2023

Breakups are complicated: an efficient representation of collisional breakup in the superdroplet method

Abstract. A key constraint of particle-based methods for modeling cloud microphysics is the conservation of total particle number, which is required for computational tractability. The process of collisional breakup poses a particular challenge to this framework, as breakup events often produce many droplet fragments of varying sizes, which would require creating new particles in the system. This work introduces a representation of collisional breakup in the so-called “superdroplet” method which conserves the total number of superdroplets in the system. This representation extends an existing stochastic collisional-coalescence scheme and samples from a fragment size distribution in an additional Monte Carlo step. This method is demonstrated in a set of idealized box model and single-column warm-rain simulations. We further discuss the effects of the breakup dynamic and fragment size distribution on the particle size distribution, hydrometeor population, and microphysical process rates. Box model experiments serve to characterize the impacts of properties such as coalescence efficiency and fragmentation function on the relative roles of collisional breakup and coalescence. The results demonstrate that this representation of collisional breakup can produce a stationary particle size distribution, in which breakup and coalescence rates are approximately equal, and that it recovers expected behavior such as a reduction in precipitate-sized particles in the column model. The breakup algorithm presented here contributes to an open-source pythonic implementation of the superdroplet method, PySDM, which will facilitate future research using particle-based microphysics.

de Jong, Emily (ORCID:0000000253104554)↗
DOE OSTI2020

Modeling Time-Dependent Surrogates of Additive-Manufactured Nuclear Fuels Processes

Additive manufacturing (AM) technology is being increasingly adopted in a wide variety of application areas for its ability to rapidly produce, prototype, and customize designs. Recently, a hybrid AM technique was successfully developed at Idaho National Laboratory (INL) to manufacture nuclear fuels [1]. Despite the advantages, this AM technique needs optimization due to defects from a highly complex melting and sintering process. The complex metallurgical phenomena during AM processes are strongly related to parameters such as applied laser power, traveling speed, and scan style, which could lead to differences in density, residual stress, crystallographic texture, and mechanical properties. In addition, stochastic variations in laser energy interaction and associated multiscale/multiphysics phenomena cause variations in microstructure evolution and mechanical properties. Currently, researchers at INL are focusing on developing a comprehensive modeling framework, leveraging INL’s simulation tools MOOSE/MARMOT/BISON/RAVEN [2-4] to describe all steps of this AM process across multiple length scales. Although this advanced framework plays a critical role in enabling enhancements to traditional trial and error approaches for design and optimization of nuclear fuel materials, it remains computationally intense, limiting its use in sensitivity and optimization analysis. In this case, an accurate and inexpensive surrogate becomes an effective tool for providing a tractable approximation of the underlying underline physics. Surrogate models generally not based on the physics of a system are purely mathematical models used to capture the relationships between specific system inputs and outputs. Popular approaches, including neural networks [5], response surfaces [6], and subspace-based reduced order models [7], have been applied to a wide range of disciplines, such as nuclear reactor design, aerospace design and automotive design. In this summary, we employ advanced time-dependent surrogate models such as high-dimensional model representation (HDMR) [8] and physics-informed deep neural network (PINNs) [9] to accelerate the design and optimization of AM process.

42 ENGINEERING↗
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 OSTI2024

Projective Integral Updates for High-Dimensional Variational Inference

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing model variations that remain consistent with training data enables more robust predictions by reducing parameter sensitivity. This work introduces a fixed-point optimization for variational inference that is applicable when every feasible log density can be expressed as a linear combination of functions from a given basis. In such cases, the optimizer becomes a fixed-point of projective integral updates. When the basis spans univariate quadratics in each parameter, the feasible distributions are Gaussian mean-fields and the projective integral updates yield quasi-Newton variational Bayes (QNVB). Other bases and updates are also possible. Since these updates require high-dimensional integration, this work begins by proposing an efficient quasirandom sequence of quadratures for mean-field distributions. Each iterate of the sequence contains two evaluation points that combine to correctly integrate all univariate quadratic functions and, if the mean-field factors are symmetric, all univariate cubics. More importantly, averaging results over short subsequences achieves periodic exactness on a much larger space of multivariate polynomials of quadratic total degree. The corresponding variational updates require four loss evaluations with standard (not second-order) backpropagation to eliminate error terms from over half of all multivariate quadratic basis functions. Furthermore, this integration technique is motivated by first proposing stochastic blocked mean-field quadratures, which may be useful in other contexts. A PyTorch implementation of QNVB allows for better control over model uncertainty during training than competing methods. Experiments demonstrate superior generalizability for multiple learning problems and architectures.

Gaussian mean-field↗
DOE OSTI2019

Stochastic self-tuning hybrid algorithm for reaction-diffusion systems

Many biochemical phenomena involve reactants with vastly different concentrations, some of which are amenable to continuum-level descriptions, while the others are not. We present a hybrid self-tuning algorithm to model such systems. The method combines microscopic (Brownian) dynamics for diffusion with mesoscopic (Gillespie-type) methods for reactions and remains efficient in a wide range of regimes and scenarios with large variations of concentrations. Furthermore, its accuracy, robustness, and versatility are balanced by redefining propensities and optimizing the mesh size and time step. We use a bimolecular reaction to demonstrate the potential of our method in a broad spectrum of scenarios: from almost completely reaction-dominated systems to cases where reactions rarely occur or take place very slowly. The simulation results show that the number of particles present in the system does not degrade the performance of our method. This makes it an accurate and computationally efficient tool to model complex multireaction systems.

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

Survey on stochastic distribution systems: A full probability density function control theory with potential applications

Complex systems seen either in general engineering practice or economics are subjected to ever increased uncertainties that are mostly represented as random variables or parameters, and the characteristics of random variables are represented by their probability density functions (PDFs). Controlling their PDFs means to shape their stochastic distributions and in general it would provide a full treatment for system analysis and operational control and optimization. This leads to the development of stochastic distribution control (SDC) systems theory in the past decades, where the original aim of the controller design is to realize a shape control of the distributions of certain random variables in their PDFs sense for some engineering processes. Indeed, once the PDFs of these random variables or parameters are used to describe their distribution characters, the control task is to obtain control signals so that the output PDFs of stochastic systems are made to follow their target PDFs. The subject of SDC was initially originated for non-Gaussian stochastic control systems design but has found a wide spectrum of applications in general systems in terms of data-driven modeling, analysis, signal processing (filtering), data mining via multivariable statistics, decision-making (optimization) for systems subjected to uncertainties and even in economics. In this context, SDC constitutes an effective primer tool for complex system analysis, control and operational optimizations. In this review paper, a detailed survey of the developments on the research of SDC systems will be made together with their wide spectrum applications and future perspectives.

42 ENGINEERING↗
DOE OSTI2020

An agent-based approach to study the diffusion rate and the effect of policies on joint placement of photovoltaic panels and green roof under climate change uncertainty

As two of the highest trending green technologies, photovoltaic panels and green roofs are proven to be effective practices for energy generation and energy saving. The achievable impact from the widespread installation of such technologies is, however, not clearly established. This is mainly because the degree of this impact highly depends on the inherently uncertain environmental and climate factors, as well as the unknown adoption rates of these technologies, which in turn depend on different characteristics of decision makers and interactions among them. To that end, this study aims to investigate the diffusion rate of these green technologies under uncertainties caused by climate change, characteristics of adopters, and their interactions. An integrated framework is developed to capture the interplay between financial and attitudinal aspects, as well as the uncertainties due to both the stochastic nature of system parameters and the interactions among agents involving human beings. Specifically, this framework consists of a integer programming model to optimize the green roof and/or photovoltaic panel installation settings for a given building under climate change uncertainty, and an agent-based model to factor in the role of human behavior and interactions. A case study for the city of Knoxville, TN, is presented to evaluate the effects of different policies on the diffusion rate of the green technologies of interest. The results show that the affordability of green technologies and public awareness are the key drivers of the adoption of these technologies, which highlight the important role of the decision makers in impacting the diffusion rate.

14 SOLAR ENERGY↗
DOE OSTI2022

A Julia Framework for Graph-Structured Nonlinear Optimization

Graph theory provides a convenient framework for modeling and solving structured optimization problems. Under this framework, the modeler can arrange/assemble the components of an optimization model (variables, constraints, objective functions, and data) within nodes and edges of a graph, and this representation can be used to visualize, manipulate, and solve the problem. In this work, we present a Julia framework for modeling and solving graph-structured nonlinear optimization problems. Our framework integrates the modeling package Plasmo.jl (which facilitates the construction and manipulation of graph models) and the nonlinear optimization solver MadNLP.jl (which provides capabilities for exploiting graph structures to accelerate solution). We illustrate with a simple example how model construction and manipulation can be performed in an intuitive manner using Plasmo.jl and how the model structure can be exploited by MadNLP.jl. We also demonstrate the scalability of the framework by targeting a large-scale, stochastic gas network problem that contains over 1.7 million variables.

Cole, David↗
DOE OSTI2020

Charging-driven coarsening and melting of a colloidal nanoparticle monolayer at an ionic liquid–vacuum interface

In this work, we induce and investigate the coarsening and melting dynamics of an initially static nanoparticle colloidal monolayer at an ionic liquid–vacuum interface, driven by a focused, scanning electron beam. Coarsening occurs through grain interface migration and larger-scale motions such as grain rotations, often facilitated by sliding dislocations. The progressive decrease in area fraction that drives melting of the monolayer is explained using an electrowetting model whereby particles at the interface are solvated once their accumulating charge recruits sufficient counterions to subsume the particle. Subject to stochastic particle removal from the monolayer, melting is recapitulated in simulations with a Lennard-Jones potential. This new driving mechanism for colloidal systems, whose dynamical timescales we show can be controlled with the accelerating voltage, opens the possibility to manipulate particle interactions dynamically without need to vary particle intrinsic properties or surface treatments. Furthermore, the decrease in particle size availed by electron imaging presents opportunities to observe force and time scales in a lesser-explored regime intermediate between typical colloidal and molecular systems.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Gravitational Wave Symphony from Oscillating Spectator Scalar Fields

We investigate a generic source of stochastic gravitational wave background due to the parametric resonance of oscillating scalar fields in the early Universe. By systematically analyzing benchmark models through lattice simulations and considering a wide range of parameters, we demonstrate that such a scenario can lead to detectable signals in gravitational wave detectors over a broad frequency range and potentially address the recent findings by pulsar timing array experiments. Furthermore, these models naturally yield ultralight dark matter candidates or dark radiation detectable by cosmic microwave background observatories. Published by the American Physical Society 2024

Physics↗
DOE OSTI2021

Data-Driven Global Sensitivity Analysis of Three-Phase Distribution System with PVs

Global sensitivity analysis (GSA) of distribution system with respect to stochastic PV variations plays an important role in designing optimal voltage control schemes. This paper proposes a Kriging, i.e., Gaussian process modeling enabled data-driven GSA method. The key idea is to develop a surrogate model that captures the hidden global relationship between voltage and real and reactive power injections from the historical data. With the surrogate model, the Sobol index can be conveniently calculated to assess the global sensitivity of voltage to various power injection variations. Comparison results with other model-based GSA methods on the IEEE 37-bus feeder, such as the polynomial chaos expansion and the Monte Carlo approaches demonstrate that the proposed method can achieve accurate GSA outcomes while maintaining high computational efficiency.

distribution system analysis↗
DOE OSTI2021

Assessment of Tools for Molten Salt Reactor Dose Rate Calculations

This report discusses a preliminary assessment of the capabilities of current state-of-the-art stochastic codes Shift and MCNP6 to calculate the ex-core radiation dose rates for a simplified Molten Salt Reactor (MSR) model. The Monte Carlo code Shift has been under significant development in recent years at ORNL as part of the CASL program and is now supported by NEAMS. Originally, Shift was developed for LWR ex-core calculations but with dose rate and shielding calculations specifically requested by the NEAMS program’s MSR industry partners, the MSR Application Drivers team was tasked with assessing Shift for non-LWR applications. This was the first application of the Shift code for non-LWRs and the findings can be considered preliminary due to the activities occurring only over a 5-month period. Attractive features of Shift include massive parallelization and advanced automated variance reduction techniques such as CADIS and FW-CADIS.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2023

Resilience Development for Electric Energy Delivery Sytems (ResDEEDS): A Tool for Power System Resilience Planning (Rev. 1)

The INL Resilience Framework is built to be customized to a particular system’s characteristics, resilience goals, and hazards that it is likely to face. The challenge with a framework that is built to be customized is that it requires more effort from the user to understand the framework and apply it correctly to a particular system. The goal of the web application described here is to automate the framework application as much as possible. Inputs from users are standardized into a common format, but the modeling platform used is a modular framework built to adapt to any system. Baseline effects from common hazards are programmed with stochastic variables to allow for quick exploration of hazard impacts, but can be customized down to component-level impact if a user desires a high level of detail and specificity.

17 WIND ENERGY↗
DOE OSTI2020

Do optimization methods in deep learning applications matter?

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and Stochastic Gradient Descent (SGD) as being practical and elegant solutions to achieve quick convergence, however, these optimization processes also present many limitations in learning across deep learning applications. Recent research is exploring higher-order optimization functions as better approaches, but these present very complex computational challenges for practical use. Comparing first and higher-order optimization functions, in this paper, our experiments reveal that Levemberg-Marquardt (LM) significantly supersedes optimal convergence but suffers from very large processing time increasing the training complexity of both, classification and reinforcement learning problems. Our experiments compare off-the-shelf optimization functions(CG, SGD, LM and L-BFGS) in standard CIFAR, MNIST, CartPole and FlappyBird experiments.The paper presents arguments on which optimization functions to use and further, which functions would benefit from parallelization efforts to improve pretraining time and learning rate convergence.

Ozyildirim, Buse Melis↗