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 991 records · Page 55

Reactive Monte Carlo sampling with an ab initio potential

We present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH{sub 3} to those of ab initio molecular dynamics (AIMD). We find that there are regions of state space for which RxMC sampling is much more efficient than AIMD due to the “rare-event” character of chemical reactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Statistical Distributions for Mesh Independent Solutions in ALEGRA

The representation of material heterogeneity (also referred to as "spatial variation") plays a key role in the material failure simulation method used in ALEGRA. ALEGRA is an arbitrary Lagrangian-Eulerian shock and multiphysics code developed at Sandia National Laboratories and contains several methods for incorporating spatial variation into simulations. A desirable property of a spatial variation method is that it should produce consistent stochastic behavior regardless of the mesh used (a property referred to as "mesh independence"). However, mesh dependence has been reported using the Weibull distribution with ALEGRA's spatial variation method. This report describes efforts towards providing additional insight into both the theory and numerical experiments investigating such mesh dependence. In particular, we have implemented a discrete minimum order statistic model with properties that are theoretically mesh independent.

36 MATERIALS SCIENCE↗

A split-step method to include electron–electron collisions via Monte Carlo in multiple rate equation simulations

A split-step numerical method for calculating ultrafast free-electron dynamics in dielectrics is introduced. The two split steps, independently programmed in C++11 and FORTRAN 2003, are interfaced via the presented open source wrapper. The first step solves a deterministic extended multi-rate equation for the ionization, electron–phonon collisions, and single photon absorption by free-carriers. The second step is stochastic and models electron–electron collisions using Monte-Carlo techniques. This combination of deterministic and stochastic approaches is a unique and efficient method of calculating the nonlinear dynamics of 3D materials exposed to high intensity ultrashort pulses. Results from simulations solving the proposed model demonstrate how electron–electron scattering relaxes the non-equilibrium electron distribution on the femtosecond time scale.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Data-driven predictive probability density function control of fiber length stochastic distribution shaping in refining process

Pulp is the most important raw material in paper in paper industries, whose Fiber Length Stochastic Distribution (FLSD) shaping directly determines the energy consumption and paper quality of the subsequent papermaking processes. However, the mean and variance are insufficient to describe the output FLSD shaping, which display non-Gaussian distribution properties. Therefore, the traditional control, method based on the mean and variance of fiber length is difficult to control the FLSD shaping effectively. In this paper, a novel data-driven predictive probability density function (PDF) control method is proposed for output FLSD shaping in refining process. Primarily, in order to improve the approximation accuracy of the PDF employing RBF neural network, the parameters (center value and width) of each RBF basis functions are tuned via utilizing iterative learning control (ILC) law, and the corresponding estimations of weights law can be obtained. Secondly, considering that the conventional linear model of weights vector has drawbacks of low accuracy and weak generalization ability, random vector functional link networks (RVFLNs) based data driven nonlinear modelling method is employed to characterize the prediction model between the input variables and weights vector. Finally, in order to reduce the randomness of the output FLSD, a minimum entropy control method under mean constraint is employed to design the predictive PDF controller for the output FLSD shaping with the help of the established nonlinear stochastic distribution model. Both simulations and experiments are given to illustrate the effectiveness and practicability of the proposed method.

Probability debsity function, Fiber length distrib↗

Rarefied gas flow in a rectangular enclosure induced by non-isothermal walls

The flow of a rarefied gas in a rectangular enclosure due to the non-isothermal walls with no synergetic contributions from external force fields is investigated. The top and bottom walls are maintained at constant but different temperatures and along the lateral walls a linear temperature profile is assumed. Modeling is based on the direct numerical solution of the Shakhov kinetic equation and the Direct Simulation Monte Carlo (DSMC) method. Solving the problem both deterministically and stochastically allows a systematic comparison and verification of the results as well as the exploitation of the numerical advantages of each approach in the investigation of the involved flow and heat transfer phenomena. The thermally induced flow is simulated in terms of three dimensionless parameters characterizing the problem, namely, the reference Knudsen number, the temperature ratio of the bottom over the top plates, and the enclosure aspect ratio. Their effect on the flow configuration and bulk quantities is thoroughly examined. Along the side walls, the gas flows at small Knudsen numbers from cold-to-hot, while as the Knudsen number is increased the gas flows from hot-to-cold and the thermally induced flow configuration becomes more complex. These flow patterns with the hot-to-cold flow to be extended to the whole length of the non-isothermal side walls may exist even at small temperature differences and then, they are enhanced as the temperature difference between the top and bottom plates is increased. The cavity aspect ratio also influences this flow configuration and the hot-to-cold flow is becoming more dominant as the depth compared to the width of the cavity is increased. To further analyze the flow patterns a novel solution decomposition into ballistic and collision parts is introduced. This is achieved by accordingly modifying the indexing process of the typical DSMC algorithm. The contribution of each part of the solution is separately examined and a physical interpretation of the flow configuration, including the hot-to-cold flow close to the side walls, in the whole range of the Knudsen number is provided.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Flowgraph techniques for closed systems.

Flowgraph techniques for closed systems, discussing properties, approximation method, topology equation, frequency response, constraints, oscillatory and stochastic processes, etc

HARMONIC OSCILLATOR↗

Capturing Hidden Geochemical Anomalies in Scarce Data by Fractal Analysis and Stochastic Modeling

Fractal/multifractal modeling is a widely used geomathematical approach to capturing different populations in geochemical mapping. The rationale of this methodology is based on empirical frequency density functions attained from global or local distributions. This approach is quite popular because of its simplicity and versatility; it accounts for the frequency and spatial distribution of geochemical data considering self-similarity across a range of scales. Using this technique for detection of geochemical anomalies in scarce data, however, is problematic and can lead to systematic bias in the characterization of the underlying populations. In this paper, an innovative technique is presented that provides good results without a priori assumptions. A simulation approach is adopted for fractal analysis by generating different possible distribution scenarios for the variable under study to reveal the underlying populations that are frequently hidden due to lack of data. The proposed technique is called the global simulated size–number method, and it is validated in a case study with two synthetic datasets and another case study with real dataset from the Ushtagan gold deposit in northeast Kazakhstan.

58 GEOSCIENCES↗

Quantum diffusion during inflation and primordial black holes

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. In the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ∼ 1 e -fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.

79 ASTRONOMY AND ASTROPHYSICS↗

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Source record↗

A Stochastic Calculus Approach to Boltzmann Transport

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within source iteration are associated with the adjoint flux density and the adjoint particle paths are associated with the flux density. Here, we make our assertion rigorous through the use of stochastic calculus by representing the particle path used in source iteration as a solution to a stochastic differential equation (SDE). The solution to the adjoint Boltzmann equation is then expressed in terms of the same SDE, and the solution to the Boltzmann equation is expressed in terms of the SDE associated with the adjoint particle process. An important consequence is that the particle paths used within source iteration simultaneously provide Monte Carlo samples of the flux density and adjoint flux density in the detector and source regions, respectively. The significant practical implication is that particle trajectories can be reused to obtain both forward and adjoint quantities of interest. To the best our knowledge, the reuse of entire particles paths has not appeared in the literature. Monte Carlo simulations are presented to support the reuse of the particle paths.

Boltzmann transport↗

Equibiaxial flexural strength determination of UO 2 using a ball-on-ring test

To increase nuclear fuel performance and reliability, their mechanical properties require an accurate and statistically relevant assessment. Biaxial flexural strength tests provide an alternative to bend bar techniques for assessing mechanical behavior; namely, the transverse rupture strength (TRS) of ceramic samples. Biaxial test samples require simple geometries and minimal surface preparation, reducing fabrication costs and handling hazards. This study investigated the TRS of polycrystalline UO 2 fuel forms at room temperature using a ball-on-ring test fixture. Here, pellets were fabricated from UO 2 powder using conventional powder processing and sintering techniques. The TRS and Weibull parameters were obtained through Weibull statistics on over 60 UO 2 samples tested under equibiaxial flexure. The larger sample size in this study enabled a more robust Weibull statistical analysis than alternative test methods, which may not capture the stochastic failure of typical ceramics. Furthermore, two different loading ball diameters were employed to assess the impact of contact damage on fracture strength. While Hertzian contact damage was observed with the smaller loading ball, the fracture strength remained unaffected. A fracture analysis of the tested UO 2 samples indicated a mixture of intergranular and transgranular fracture that transitions to transgranular fracture with increasing distance from the fracture origin. The characteristic strength of the combined data sets was determined to be 148 MPa, and the Weibull modulus was determined to be 9.1. The TRS values and Weibull parameters were close to values found in the literature for alternative testing techniques using samples with similar microstructure and density. The findings in this study validate the ball-on-ring method used to obtain the TRS of UO 2 with a sample geometry more representative of nuclear fuels. Additionally, experimental TRS results from this study can be implemented in modeling codes to predict fuel performance, which is critical to fuel burnup extension and advanced nuclear fuel technologies.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

A Comprehensive Scheduling Framework using SP-ADMM for Residential Demand Response with Weather and Consumer Uncertainties

This paper presents a comprehensive scheduling framework for residential demand response (DR) programs considering both the day-ahead and real-time electricity markets. In the first stage, residential customers determine the operating status of their responsive devices such as heating, ventilation, and air conditioning (HVAC) systems and electric water heaters (EWHs), while the distribution system operator (DSO) computes the amount of electricity to be purchased in the day-ahead electricity market. In the second stage, the DSO purchases insufficient (or sells surplus) electricity in the real-time electricity market to maintain the supply-demand balance. Due to its computational complexity and data privacy issues, the proposed model cannot be directly solved in a centralized manner, especially with a large number of uncertain scenarios. Therefore, this paper proposes a combination of stochastic programming (SP) and the alternating direction method of multipliers (ADMM) algorithm, called SP-ADMM, to decompose the original model and then solve each sub-problem in a distributed manner while considering multiple uncertain scenarios. The simulation study is performed on the IEEE 33-bus system including 121 residential houses. Here, the results demonstrate the effectiveness of the proposed approach for large-scale residential DR applications under weather and consumer uncertainties.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Robust unfolding of MeV x-ray spectra from filter stack spectrometer data

Here, we present an inversion method capable of robustly unfolding MeV x-ray spectra from filter stack spectrometer (FSS) data without requiring an a priori specification of a spectral shape or arbitrary termination of the algorithm. Our inversion method is based upon the perturbative minimization (PM) algorithm, which has previously been shown to be capable of unfolding x-ray transmission data, albeit for a limited regime in which the x-ray mass attenuation coefficient of the filter material increases monotonically with x-ray energy. Our inversion method improves upon the PM algorithm through regular smoothing of the candidate spectrum and by adding stochasticity to the search. With these additions, the inversion method does not require a physics model for an initial guess, fitting, or user-selected termination of the search. Instead, the only assumption made by the inversion method is that the x-ray spectrum should be near a smooth curve. Testing with synthetic data shows that the inversion method can successfully recover the primary large-scale features of MeV x-ray spectra, including the number of x-rays in energy bins of several-MeV widths to within 10%. Fine-scale features, however, are more difficult to recover accurately. Examples of unfolding experimental FSS data obtained at the Texas Petawatt Laser Facility and the OMEGA EP laser facility are also presented.

47 OTHER INSTRUMENTATION↗

Recovering network topologies via Taylor expansion and compressive sensing

Gaining knowledge of the intrinsic topology of a complex dynamical network is the precondition to understand its evolutionary mechanisms and to control its dynamical and functional behaviors. In this article, a general framework is developed to recover topologies of complex networks with completely unknown node dynamics based on Taylor expansion and compressive sensing. Numerical simulations illustrate the feasibility and effectiveness of the proposed method. Moreover, this method is found to have good robustness to weak stochastic perturbations. Finally, the impact of two major factors on the topology identification performance is evaluated. This method provides a natural and direct point to reconstruct network topologies from measurable data, which is likely to have potential applicability in a wide range of fields.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic Adaptive Droop Control in Frequency Regulation of Power Systems With Intermittent Generators

Modern power systems (MPSs), including microgrids (MGs), are increasingly incorporating multiple renewable energy sources (RESs) such as wind and solar power, as well as battery storage and controllable loads. While environmentally beneficial, these sources pose challenges for control and management due to their intermittent and stochastic nature, especially in maintaining frequency stability with multiple interconnected generators of varying capacities. Traditional droop control methods are effective in systems with generators that are dispatchable and have fixed generation capacities, but they fall short when applied to systems with RESs, where generation capacities are dynamic and affected by unpredictable environmental conditions. To address these challenges, this paper introduces a novel stochastic adaptive droop control (SADC) method for load frequency control (LFC). The proposed method adapts droop coefficients in real time, based on the measured stochastic data of power generation capacities, enabling more effective frequency regulation in systems with variable and intermittent power generation. Unlike traditional adaptive control methods, which assume constant or slowly-varying system parameters, this approach accounts for stochastic processes by modeling them as Markov chains, enabling robust performance under highly dynamic and unpredictable conditions. The key contributions of this work include the development of real-time droop coefficient adaptation algorithms, derivation of their stability and convergence properties, and the demonstration of the advantages of the method through simulations. Case studies highlight the improved performance of frequency regulation, particularly in addressing the impact of stochastic weather conditions and the benefits of reducing dependence on battery reserves in dealing with intermittency of RESs. Finally, this paper provides a comprehensive analysis of the theoretical foundations of the method, as well as practical implementation insights for future power systems with high penetration of RESs.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Application of hat basis functions for solving two-dimensional stochastic fractional integral equations

This article concerns with a computational scheme to solve two-dimensional stochastic fractional integral equations (2DSFIEs), numerically. In these equations, the fractional integral is considered in the Riemann–Liouville sense. The proposed method is essentially based on two-dimensional hat basis functions and its fractional operational matrices. The fractional-order operational matrices of integration are applied to reduce the solution of 2DSFIEs to the solution of a system of linear equations which can be solved using a direct method or iterative method. Some results concerning the convergence analysis associated with the proposed technique are discussed. In addition, we establish the rate of convergence of this approach for solving 2DSFIEs is O(h{sup 2}). Finally, some examples are solved using present method to indicate the pertinent features of the method.

97 MATHEMATICS AND COMPUTING↗

On the use of reverse Brownian motion to accelerate hybrid simulations

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗