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 1,261 records · Page 70

Stochastic Parameterization for Light Absorption by Internally Mixed BC/dust in Snow Grains for Application to Climate Models

A stochastic approach to model the positions of BC/dust internally mixed with two snow-grain types has been developed, including hexagonal plate/column (convex) and Koch snowflake (concave). Subsequently, light absorption and scattering analysis can be followed by means of an improved geometric-optics approach coupled with Monte Carlo photon tracing to determine their single-scattering properties. For a given shape (plate, Koch snowflake, spheroid, or sphere), internal mixing absorbs more light than external mixing. The snow-grain shape effect on absorption is relatively small, but its effect on the asymmetry factor is substantial. Due to a greater probability of intercepting photons, multiple inclusions of BC/dust exhibit a larger absorption than an equal-volume single inclusion. The spectral absorption (0.2 – 5 um) for snow grains internally mixed with BC/dust is confined to wavelengths shorter than about 1.4 um, beyond which ice absorption predominates. Based on the single-scattering properties determined from stochastic and light absorption parameterizations and using the adding/doubling method for spectral radiative transfer, we find that internal mixing reduces snow albedo more than external mixing and that the snow-grain shape plays a critical role in snow albedo calculations through the asymmetry factor. Also, snow albedo reduces more in the case of multiple inclusion of BC/dust compared to that of an equal-volume single sphere. For application to land/snow models, we propose a two-layer spectral snow parameterization containing contaminated fresh snow on top of old snow for investigating and understanding the climatic impact of multiple BC/dust internal mixing associated with snow grain metamorphism, particularly over mountains/snow topography.

climate models↗

Stochastic properties of ultralight scalar field gradients

Ultralight axion-like particles are well-motivated dark matter candidates that are the target of numerous direct detection efforts. In the vicinity of the Solar System, such particles can be treated as oscillating scalar fields. The velocity dispersion of the Milky Way determines a coherence time of about 10 6 oscillations, beyond which the amplitude of the axion field fluctuates stochastically. Any analysis of data from an axion direct detection experiment must carefully account for this stochastic behavior to properly interpret the results. This is especially true for experiments sensitive to the gradient of the axion field that are unable to collect data for many coherence times. Indeed, the direction, in addition to the amplitude, of the axion field gradient fluctuates stochastically. We present the first complete stochastic treatment for the gradient of the axion field, including multiple computationally efficient methods for performing likelihood-based data analysis, which can be applied to any axion signal, regardless of coherence time. Additionally, we demonstrate that ignoring the stochastic behavior of the gradient of the axion field can potentially result in failure to discover a true axion signal

79 ASTRONOMY AND ASTROPHYSICS↗

Distribution System Segmented Model Simplification with Independent Dynamically Changing End-Use Loads

With more emerging technologies in power distribution systems, to support quasi-static time-series (QSTS) simulation over short time frames, accurately modeling the dynamic behavior of end-use load under various conditions is im- portant. However, time and cost can be a burden for the QSTS simulation of thousands of houses representing dynamic load behaviors on large distribution feeders. There are two main contributions of this paper in order to reduce the QSTS simulation complexity. First, the paper presents a method to stochasti- cally model the dynamic behavior of end-use load for QSTS simulations. Second, using the stochastically modeled load behavior as an input to a distribution sys- tem, and building on our previous QSTS simulation simplification/acceleration method that relies on uniform load behavior, this paper presents a segment substitution approach for the simplification of distribution system models with independent dynamically changing end-use loads. Our numerical results show that compared to GridLAB-D, a software tool that simulates end-use load be- havior through physical models, the proposed stochastic modeling approach achieved an 89.3% simulation time reduction for end-use loads, while accurately capturing the temporally changing total load behavior. Moreover, the QSTS simulation of a large test distribution system through OpenDSS showed that the proposed simplification method decreased the feeder simulation time by a factor of three at less than 0.3% voltage error. Compared to our previous method with independent dynamic loads, the voltage error is reduced by a factor of four.

Power distribution system modeling, stochastic pro↗

Response analysis of a class of quasi-linear systems with fractional derivative excited by Poisson white noise

The Poisson white noise, as a typical non-Gaussian excitation, has attracted much attention recently. However, little work was referred to the study of stochastic systems with fractional derivative under Poisson white noise excitation. This paper investigates the stationary response of a class of quasi-linear systems with fractional derivative excited by Poisson white noise. The equivalent stochastic system of the original stochastic system is obtained. Then, approximate stationary solutions are obtained with the help of the perturbation method. Finally, two typical examples are discussed in detail to demonstrate the effectiveness of the proposed method. The analysis also shows that the fractional order and the fractional coefficient significantly affect the responses of the stochastic systems with fractional derivative.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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)↗

Airport Infrastructure Planning Using Multi-Stage Stochastic Programming

The Athena project, funded by the Department of Energy, has worked to identify the critical infrastructure at Dallas Fort Worth (DFW) Airport which influences mobility between the airport and the surrounding city of Dallas. Using scalable methods that can leverage HPC resources we have developed a multi-stage stochastic infrastructure expansion model for determining parking and curb modifications to the DFW Airport over a 20-year horizon. Additionally, we have explored the impacts of congestion pricing in conjunction with infrastructure modifications. Our multi-stage stochastic model is implemented using the mpi-sppy software and solved in parallel using progressive hedging on the National Renewable Energy Laboratory's HPC system Eagle. In this talk we present results from solving this model at scale.

airport planning↗

Allocation and Operation of A Hydropneumatic Energy Storage with Building Microgrid

Behind-meter application for a recently invented hydropneumatic Ground-Level Integrated Diverse Energy Storage (GLIDES) is focused in this research. Considering possible uncertainties from solar radiation and electricity load in a building microgrid, two-stage stochastic programming is adopted for 15-min operation and a mixed-integer nonlinear stochastic model is built with integrated energy systems of GLIDES, solar panel and power generating unit. In order to make the model computationally tractable, we use sample average approximate method to decrease associated complexity with sample size and improve solving efficiency. The experimental results in deterministic and stochastic operation indicate that best candidate solution from SAA are superior to the solution from expected value problem in terms of optimality gap and variance.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices

Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stable information ratio.

97 MATHEMATICS AND COMPUTING↗

Dynamics, stability, and statistics on lattices and networks

These lectures aim at surveying some dynamical models that have been widely explored in the recent scientific literature as case studies of complex dynamical evolution, emerging from the spatio-temporal organization of several coupled dynamical variables. The first message is that a suitable mathematical description of such models needs tools and concepts borrowed from the general theory of dynamical systems and from out-of-equilibrium statistical mechanics. The second message is that the overall scenario is definitely reacher than the standard problems in these fields. For instance, systems exhibiting complex unpredictable evolution do not necessarily exhibit deterministic chaotic behavior (i.e., Lyapunov chaos) as it happens for dynamical models made of a few degrees of freedom. In fact, a very large number of spatially organized dynamical variables may yield unpredictable evolution even in the absence of Lyapunov instability. Such a mechanism may emerge from the combination of spatial extension and nonlinearity. Moreover, spatial extension allows one to introduce naturally disorder, or heterogeneity of the interactions as important ingredients for complex evolution. It is worth to point out that the models discussed in these lectures share such features, despite they have been inspired by quite different physical and biological problems. Along these lectures we describe also some of the technical tools employed for the study of such models, e.g., Lyapunov stability analysis, unpredictability indicators for “stable chaos,” hydrodynamic description of transport in low spatial dimension, spectral decomposition of stochastic dynamics on directed networks, etc.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nonequilibrium steady state in open quantum systems: Influence action, stochastic equation and power balance

The existence and uniqueness of a steady state for nonequilibrium systems (NESS) is a fundamental subject and a main theme of research in statistical mechanics for decades. For Gaussian systems, such as a chain of classical harmonic oscillators connected at each end to a heat bath, and for classical anharmonic oscillators under specified conditions, definitive answers exist in the form of proven theorems. Answering this question for quantum many-body systems poses a challenge for the present. In this work we address this issue by deriving the stochastic equations for the reduced system with self-consistent backaction from the two baths, calculating the energy flow from one bath to the chain to the other bath, and exhibiting a power balance relation in the total (chain + baths) system which testifies to the existence of a NESS in this system at late times. Its insensitivity to the initial conditions of the chain corroborates to its uniqueness. The functional method we adopt here entails the use of the influence functional, the coarse-grained and stochastic effective actions, from which one can derive the stochastic equations and calculate the average values of physical variables in open quantum systems. This involves both taking the expectation values of quantum operators of the system and the distributional averages of stochastic variables stemming from the coarse-grained environment. This method though formal in appearance is compact and complete. It can also easily accommodate perturbative techniques and diagrammatic methods from field theory. Taken all together it provides a solid platform for carrying out systematic investigations into the nonequilibrium dynamics of open quantum systems and quantum thermodynamics. -- Highlights: •Nonequilibrium steady state (NESS) for interacting quantum many-body systems. •Derivation of stochastic equations for quantum oscillator chain with two heat baths. •Explicit calculation of the energy flow from one bath to the chain to the other bath. •Power balance relation shows the existence of NESS insensitive to initial conditions. •Functional method as a viable platform for issues in quantum thermodynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Current induced perpendicular-magnetic-anisotropy racetrack memory with magnetic field assistance

High current density is indispensable to shift domain walls (DWs) in magnetic nanowires, which limits the using of racetrack memory (RM) for low power and high density purposes. In this paper, we present perpendicular-magnetic-anisotropy (PMA) Co/Ni RM with global magnetic field assistance, which lowers the current density for DW motion. By using a compact model of PMA RM and 40 nm design kit, we perform mixed simulation to validate the functionality of this structure and analyze its density potential. Stochastic DW motion behavior has been taken into account and statistical Monte-Carlo simulations are carried out to evaluate its reliability performance.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Evaluation of a stochastic model of particle dispersion in a turbulent round jet

A stochastic model of particle dispersion by turbulence, proposed by Gosman and Ioannides (1981), is evaluated. The method employs a k-epsilon model to estimate turbulence properties. Dispersion is determined by computing particle motion, with random sampling to obtain instantaneous flow properties for a statistically significant number of particle trajectories. The stochastic model yields good results particularly when eddy lifetimes are evaluated. The method allows the effects of large relative velocities between the particles and the flow, drag properties at Reynolds numbers greater than the Stokes flow regime, and the variations of local turbulence properties to be readily handled, at least for boundary layer flows.

Shuen, J.-S.↗

Electronic excitation and quenching of atoms at insulator surfaces

A trajectory-based semiclassical method is used to study electronically inelastic collisions of gas atoms with insulator surfaces. The method provides for quantum-mechanical treatment of the internal electronic dynamics of a localized region involving the gas/surface collision, and a classical treatment of all the nuclear degrees of freedom (self-consistently and in terms of stochastic trajectories), and includes accurate simulation of the bath-temperature effects. The method is easy to implement and has a generality that holds promise for many practical applications. The problem of electronically inelastic dynamics is solved by computing a set of stochastic trajectories that on thermal averaging directly provide electronic transition probabilities at a given temperature. The theory is illustrated by a simple model of a two-state gas/surface interaction.

Swaminathan, P. K.↗

A fixed mass method for the Kramers-Moyal expansion—Application to time series with outliers

Extraction of stochastic and deterministic components from empirical data—necessary for the reconstruction of the dynamics of the system—is discussed. We determine both components using the Kramers-Moyal expansion. In our earlier papers, we obtained large fluctuations in the magnitude of both terms for rare or extreme valued events in the data. Calculations for such events are burdened by an unsatisfactory quality of the statistics. In general, the method is sensitive to the binning procedure applied for the construction of histograms. Instead of the commonly used constant width of bins, we use here a constant number of counts for each bin. This approach—the fixed mass method—allows to include in the calculation events, which do not yield satisfactory statistics in the fixed bin width method. The method developed is general. To demonstrate its properties, here, we present the modified Kramers-Moyal expansion method and discuss its properties by the application of the fixed mass method to four representative heart rate variability recordings with different numbers of ectopic beats. These beats may be rare events as well as outlying, i.e., very small or very large heart cycle lengths. The properties of ectopic beats are important not only for medical diagnostic purposes but the occurrence of ectopic beats is a general example of the kind of variability that occurs in a signal with outliers. To show that the method is general, we also present results for two examples of data from very different areas of science: daily temperatures at a large European city and recordings of traffics on a highway. Using the fixed mass method, to assess the dynamics leading to the outlying events we studied the occurrence of higher order terms of the Kramers-Moyal expansion in the recordings. We found that the higher order terms of the Kramers-Moyal expansion are negligible for heart rate variability. This finding opens the possibility of the application of the Langevin equation to the whole range of empirical signals containing rare or outlying events. Note, however, that the higher order terms are non-negligible for the other data studied here and for it the Langevin equation is not applicable as a model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Improved image decompression for reduced transform coding artifacts

The perceived quality of images reconstructed from low bit rate compression is severely degraded by the appearance of transform coding artifacts. This paper proposes a method for producing higher quality reconstructed images based on a stochastic model for the image data. Quantization (scalar or vector) partitions the transform coefficient space and maps all points in a partition cell to a representative reconstruction point, usually taken as the centroid of the cell. The proposed image estimation technique selects the reconstruction point within the quantization partition cell which results in a reconstructed image which best fits a non-Gaussian Markov random field (MRF) image model. This approach results in a convex constrained optimization problem which can be solved iteratively. At each iteration, the gradient projection method is used to update the estimate based on the image model. In the transform domain, the resulting coefficient reconstruction points are projected to the particular quantization partition cells defined by the compressed image. Experimental results will be shown for images compressed using scalar quantization of block DCT and using vector quantization of subband wavelet transform. The proposed image decompression provides a reconstructed image with reduced visibility of transform coding artifacts and superior perceived quality.

Orourke, Thomas P.↗

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

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

97 MATHEMATICS AND COMPUTING↗

Integrated path planning and control through proximal policy optimization for a marine current turbine

This paper presents an integrated path planning and tracking control framework for a marine current turbine (MCT), where the MCT is treated as an energy-harvesting autonomous underwater vehicle (AUV). Considering the ocean (space of action) is continuous, the proposed framework employs two modules to address path planning and path tracking enabled by the proximal policy optimization (PPO) algorithm, which is a policy gradient deep reinforcement learning (RL) method. Further, to enable fully autonomous operation in a stochastic oceanic environment, the proposed path planning seeks a primary objective of maximizing the harvested energy; then, the path tracking module is designed to minimize the tracking error and avoid collisions with static and dynamic obstacles. Using field-collected acoustic Doppler current profiler (ADCP) data, the performance of the proposed framework is evaluated. Comparative studies with baseline algorithms in three different scenarios of path planning, path tracking without an obstacle, and path tracking with collision avoidance verify the effectiveness of our proposed approach.

16 TIDAL AND WAVE POWER↗

Computational Design of Gradient Paths in Additively Manufactured Functionally Graded Materials

We report additive manufacturing (AM) has enabled the creation of a near infinite set of functionally graded materials (FGMs). One limitation on the manufacturability and usefulness of these materials is the presence of undesirable phases along the gradient path. For example, such phases may increase brittleness, diminish corrosion resistance, or severely compromise the printability of the part altogether. In the current work, a design methodology is proposed to plan an FGM gradient path for any number of elements that avoids undesirable phases at a range of temperatures. Gradient paths can also be optimized for a cost function. A case study is shown to demonstrate the effectiveness of the methodology in the Fe–Ni–Cr system. Paths were successfully planned from 316 L Stainless Steel (316 L SS) to pure Cr that either minimize path length or maximize separation from undesirable phases. Examinations on the stochastic variability, parameter dependency, and computational efficiency of the method are also presented. Finally, several avenues of future research are proposed that could improve the manufacturability, utility, and performance of FGMs through gradient path design.

36 MATERIALS SCIENCE↗