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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1996

Statistical Challenges in Modern Astronomy II

Wavelets are the central idea of a broad framework for thinking about displaying, and analyzing data - not just a new specialized technique. They are localized basis functions that provide an extremely flexible and efficient representation of time series. Current developments in the theory and application of wavelets are yielding powerful multiresolution techniques for the analysis of time series and image data. Wavelet methods can effect noise removal. characterization of stochastic behavior, depiction of power spectrum time-variations, and data compression - for time series data, image data, and data of higher dimensions. I review published applications of wavelets in astronomy.

Scargle, Jeffrey D.↗
NASA NTRS1997

Detection of "noisy" chaos in a time series

Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗
DOE OSTI2022

Analyzing Stochastic Computer Models: A Review with Opportunities

In modern science, computer models are often used to understand complex phenomena and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer models-providing a catalogue of statistical methods for practitioners, an introductory view for statisticians (whether familiar with deterministic computer models or not), and an emphasis on open questions of relevance to practitioners and statisticians. Gaussian process surrogate models take center stage in this review, and these, along with several extensions needed for stochastic settings, are explained. The basic issues of designing a stochastic computer experiment and calibrating a stochastic computer model are prominent in the discussion. Instructive examples, with data and code, are used to describe the implementation of, and results from, various methods.

agent based model↗
DOE OSTI2021

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2026

Score-based deterministic density sampling

We propose a deterministic sampling framework using Score-Based Transport Modeling for sampling an unnormalized target density π given only its score ∇ log π. Our method approximates the Wasserstein gradient flow on KL($f_t$∥π) by learning the time-varying score ∇ log $f_t$ on the fly using score matching. While having the same marginal distribution as Langevin dynamics, our method produces smooth deterministic trajectories, resulting in monotone noise-free convergence. We prove that our method dissipates relative entropy at the same rate as the exact gradient flow, provided sufficient training. Numerical experiments validate our theoretical findings: our method converges at the optimal rate, has smooth trajectories, and is often more sample efficient than its stochastic counterpart. Experiments on high-dimensional image data show that our method produces high-quality generations in as few as 15 steps and exhibits natural exploratory behavior. The memory and runtime scale linearly in the sample size.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Exnihilo Transport Methods Manual

Exnihilo is a transport code system that contains both deterministic and stochastic (Monte Carlo) solvers. The deterministic solvers are contained in the Denovo package while the Monte Carlo solvers are implmented in the Shift package. This document explains the mathematical and numerical methods employed within Exnihilo.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Sequential Bayesian Parameter Estimation of Stochastic Dynamic Load Models

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms-in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty in the aggregated protection characteristics can be formulated as a stochastic differential equation with process noise. We cast the parameter inversion within a Bayesian parameter estimation framework, and we present methods to include process noise. We demonstrate the benefits of considering stochasticity in the parameter estimation and the risks of ignoring it.

Bayesian Statistics↗
DOE OSTI2019

An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids

We present a new approach to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed: (1) stochastic collocation based on dimension-adaptive sparse grids (SGs), which approximates the stochastic objective function with a limited number of quadrature nodes, and (2) projection-based reduced-order models (ROMs), which generate efficient approximations to PDE solutions. These two sources of inexactness lead to inexact objective function and gradient evaluations, which are managed by a trust-region method that guarantees global convergence by adaptively refining the SG and ROM until a proposed error indicator drops below a tolerance specified by trust-region convergence theory. A key feature of the proposed method is that the error indicator---which accounts for errors incurred by both the SG and ROM---must be only an asymptotic error bound, i.e., a bound that holds up to an arbitrary constant that need not be computed. This allows the approach to be applicable to a wide range of problems, including those where sharp, computable error bounds are not available; this distinguishes the proposed method from previous works. Numerical experiments performed on a model problem from optimal flow control under uncertainty verify global convergence of the method and demonstrate the method's ability to outperform previously proposed alternatives.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Utilizing computer vision and artificial intelligence algorithms to predict and design the mechanical compression response of direct ink write 3D printed foam replacement structures

Additive Manufacturing (AM) of porous polymeric materials, such as foams, recently became a topic of intensive research due their unique combination of low density, impressive mechanical properties, and stress dissipation capabilities. Conventional methods for fabricating foams rely on complex and stochastic processes, making it challenging to achieve precise architectural control of structured porosity. In contrast, AM provides access to a wide range of printable materials, where precise spatial control over structured porosity can be modulated during the fabrication process enabling the production of foam replacement structures (FRS). Current approaches for designing FRS are based on intuitive understanding of their properties or an extensive number of finite element method (FEM) simulations. These approaches, however, are computationally expensive and time consuming. As such, in this work, we present a novel methodology for determining the mechanical compression response of direct ink write (DIW) 3D printed FRS using a simple cross-sectional image. By obtaining measurement data for a relatively small number of samples, an artificial neural network (ANN) was trained, and a computer vision algorithm was used to make inferences about foam compression characteristics from a single cross-sectional image. Finally, a genetic algorithm (GA) was used to solve the inverse design problem, generating the AM printing parameters that an engineer should use to achieve a desired compression response from a DIW printed FRS. The methods developed herein present an avenue for entirely autonomous design and analysis of additively manufactured structures using artificial intelligence.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures

Here, we investigate how to port the standard interior-point method to new exascale architectures for block-structured nonlinear programs with state equations. Computationally, we decompose the interior-point algorithm into two successive operations: the evaluation of the derivatives and the solution of the associated Karush-Kuhn-Tucker (KKT) linear system. Our method accelerates both operations using two levels of parallelism. First, we distribute the computations on multiple processes using coarse parallelism. Second, each process uses SIMD/GPU accelerators locally to accelerate the operations using fine-grained parallelism. The KKT system is reduced by eliminating the inequalities and the state variables from the corresponding equations. We demonstrate our method's capability on the supercomputer Polaris, a testbed for the future exascale Aurora system. Each node is equipped with four GPUs, a setup amenable to our two-level approach. Our experiments on the stochastic optimal power flow problem show that the reduction method is 50x faster than the sparse linear solver HSL MA57 running in serial on the CPU, and 6x faster than Pardiso running in parallel on CPU on the same number of processes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Design of experiments to spectroscopically characterize radiation flow in stochastic media

Precise characterization of experimental radiation flow is required to validate the high energy density physics models, numerical methods, and codes that are used to simulate radiation-hydrodynamics phenomena such as thermal radiation transport in stochastic media. The Cassio code is used to simulate thermal radiation flow through inhomogeneous, stochastic-media-foam configurations containing optically thick clumps dispersed within an optically thin background aerogel. Cassio can model small inhomogeneous problems directly, but most problems require approximations to meet computer limitations on run-times and memory usage. Various examples of these approximations are methods that produce, in one calculation, an ensemble-averaged solution and associated standard deviation; reduced spatial dimensionality with approximate geometries; and full material homogenization with no geometric detail. Cassio simulations are used to design experiments at the OMEGA-60 Laser Facility that can measure the radiation flow using the spatially resolved COAX absorption spectroscopy diagnostic. The experimental platforms flow radiation through foam targets ranging from a background-only aerogel, to a single configuration of a specified stochastic medium, to a fully homogenized foam of the background and clump materials. Under constant total clump mass, larger clumps (here, larger than 10 μm diameter) will mix more slowly with the background such that the bulk radiation flow is faster than it would be in a fully homogenized material. The COAX platform can be used to infer temperature and density profiles in both the background material and clumps, simultaneously, and therefore to differentiate radiation flow in a range of stochastic and homogeneous media.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2020

Dynamic Performance Enhancement for Nonlinear Stochastic Systems Using RBF Driven Nonlinear Compensation with Extended Kalman Filter

In this paper, a novel hybrid control method is proposed to enhance the control performance of the PI based control system for a class of nonlinear and non-Gaussian stochastic dynamic processes with unmeasurable states. Firstly, to enhance the tracking performance of the PI controller where the PI parameters are fixed in many actual control systems, the compensative signal is formed using the extended Kalman filter(EKF) based state estimator and driven by the radial basis function (RBF) neural network based compensator. In addition, the weights of RBF is trained to minimize the entropy criterion of tracking error as the process is subjected to non-Gaussian disturbances. Meanwhile, since the precise statistical property of noises is hard to obtain for many industrial processes, the kernel density estimation (KDE) technique is employed in this paper to estimate the entropy. The convergence of RBF network is discussed and the stability of the resulted closed-loop hybrid control system is analyzed in mean square sense. Finally, a numerical example and a practical system testing are given to illustrate the effectiveness of the proposed control method.

stochastic systems, PI Controller, Entropy, Extend↗
DOE OSTI2025

Discrete generative diffusion models without stochastic differential equations: A tensor network approach

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard DMs, this is done by learning a “score function” that reverses the effect of adding diffusive noise to the distribution of interest. Here we consider the generalisation of DMs to lattice systems with discrete degrees of freedom, and where noise is added via Markov chain jump dynamics. We show how to use tensor networks (TNs) to efficiently define and sample such “discrete diffusion models” (DDMs) without explicitly having to solve a stochastic differential equation. We show the following: (i) by parametrising the data and evolution operators as TNs, the denoising dynamics can be represented exactly; (ii) the auto-regressive nature of TNs allows to generate samples efficiently and without bias; (iii) for sampling Boltzmann-like distributions, TNs allow to construct an efficient learning scheme that integrates well with Monte Carlo. We illustrate this approach to study the equilibrium of two models with non-trivial thermodynamics, the d = 1 constrained Fredkin chain and the d = 2 Ising model. Published by the American Physical Society 2025

Causer, Luke (ORCID:0000000194243473)↗
NASA NTRS1983

Tradeoff studies in multiobjective insensitive design of airplane control systems

A computer aided design method for multiobjective parameter-insensitive design of airplane control systems is described. Methods are presented for trading off nominal values of design objectives against sensitivities of the design objectives to parameter uncertainties, together with guidelines for designer utilization of the methods. The methods are illustrated by application to the design of a lateral stability augmentation system for two supersonic flight conditions of the Shuttle Orbiter. Objective functions are conventional handling quality measures and peak magnitudes of control deflections and rates. The uncertain parameters are assumed Gaussian, and numerical approximations of the stochastic behavior of the objectives are described. Results of applying the tradeoff methods to this example show that stochastic-insensitive designs are distinctly different from deterministic multiobjective designs. The main penalty for achieving significant decrease in sensitivity is decreased speed of response for the nominal system.

Schy, A. A.↗
DOE OSTI2017

Constructing probabilistic scenarios for wide-area solar power generation

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions. Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.

14 SOLAR ENERGY↗
DOE OSTI2015

A generalized parallel replica dynamics

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying stochastic process to a quasi-stationary distribution. Two requirements for applying parallel replica dynamics are knowledge of the time scale on which the process converges to the quasi-stationary distribution and a mechanism for generating samples from this distribution. By combining a Fleming–Viot particle system with convergence diagnostics to simultaneously identify when the process converges while also generating samples, we can address both points. This variation on the algorithm is illustrated with various numerical examples, including those with entropic barriers and the 2D Lennard-Jones cluster of seven atoms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Stochastic, real-space, imaginary-time evaluation of third-order Feynman–Goldstone diagrams

A new, alternative set of interpretation rules of Feynman–Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mE{sub h} after 10{sup 6} Monte Carlo steps.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Maximum likelihood estimation of difference scaling functions for suprathreshold judgments

Maximum likelihood estimation (MLE) has been used to produce perceptual scales from binary judgments of triads and quadruples. This method relies on Thurstone’s theory of a stochastic perceptual process where the perceived difference of two stimuli is the difference in their perceived strengths. It is possible that the perception of a suprathreshold difference is overestimated when adding smaller differences, a phenomenon referred to as diminishing returns. The current approach to construct a perceptual scale using MLE does not account for this phenomenon. We present a way to model the perception of differences using MLE and Thurstone’s theory, adapted to allow the possibility of diminishing returns. This method is validated using Monte Carlo simulated responses to experimental triads and can correctly model diminishing returns, the absence of diminishing returns, and the opposite of diminishing returns both in the cases when a perceptual scale is known and when the true perceived strengths of the stimuli are unknown. Additionally, this method was applied to empirical data sets to determine its feasibility in investigations of perception. Ultimately, it was found that this analysis allows for more accurate modeling of suprathreshold difference judgments, a more complete understanding of the perceptual processes underlying comparisons, and the evaluation of Thurstone’s theory of difference judgments.

97 MATHEMATICS AND COMPUTING↗