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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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At least 1,297 records · Page 72
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

SU-F-T-139: Meeting the Challenges of Quality Control in the TOPAS Monte Carlo Simulation Toolkit for Proton Therapy

Purpose: Monte Carlo particle transport simulation (MC) codes have become important tools in proton therapy and biology, both for research and practice. TOPAS is an MC toolkit serving users worldwide (213 licensed users at 95 institutions in 21 countries). It provides unprecedented ease in 4D placement of geometry components, beam sources and scoring through its user-friendly and reproducible parameter file interface. Quality control (QC) of stochastic simulation software is inherently difficult, and the versatility of TOPAS introduces additional challenges. But QC is vital as the TOPAS development team implements new features, addresses user feedback and reacts to upgrades of underlying software (i.e. Geant4). Methods: Whenever code is committed to our repository, over 50 separate module tests are automatically triggered via a continuous integration service. They check that the various module options execute successfully and that their results are statistically consistent with previous reference values. Prior to each software release, longer end-to-end tests automatically validate TOPAS against experimental data and a TOPAS benchmark. These include simulating multiple properties of spread-out Bragg peaks, validating nuclear models, and searching for differences in patient simulations. Results: Continuous integration has proven effective in catching regressions at the time they are introduced, particularly when implementing new features that involve refactoring code (e.g. multithreading and ntuple output). Code coverage statistics highlight untested portions of code and guide development of new tests. The various end-to-end tests demonstrate that TOPAS accurately describes the physics of proton therapy within clinical tolerances. Conclusion: The TOPAS QC strategy of frequent short tests and pre-release long tests has led to a more reliable tool. However, the versatility of TOPAS makes it difficult to predict how users might combine different modules, and so QC ultimately remains a partnership between the developer and the user. This work was funded by National Cancer Institute grant R01 CA 140735.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2022

Physics-Informed Gaussian Process Regression for States Estimation and Forecasting in Power Grids

Real-time state estimation and forecasting are critical for the efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for forecasting and estimating the phase angle, angular speed, and wind mechanical power of a three-generator power grid system using sparse measurements. In standard data-driven Gaussian process regression (GPR), parameterized models for the prior statistics are fit by maximizing the marginal likelihood of observed data. In the PhI-GPR method, we propose to compute the prior statistics offline by solving stochastic differential equations (SDEs) governing the power grid dynamics. The short-term forecast of a power grid system dominated by wind generation is complicated by the stochastic nature of the wind and the resulting uncertainty in wind mechanical power. Here, we assume that the power grid dynamics are governed by swing equations, with the wind mechanical power fluctuating randomly in time. We solve these equations for the mean and covariances of the power grid states using the Monte Carlo simulation method. We demonstrate that the proposed PhI-GPR method can accurately forecast and estimate observed and unobserved states. For the considered problem, PhI-GPR has computational advantages over the ensemble Kalman filter (EnKF) method: In PhI-GPR, ensembles are computed offline and independently of the data acquisition process, whereas for EnFK, ensembles are computed online with data acquisition, rendering real-time forecast more challenging. We also demonstrate that the PhI-GPR forecast is more accurate than the EnKF forecast when the random mechanical wind power is non-Markovian. In contrast, the two methods produce similar forecasts for the Markovian mechanical wind power. For observed states, we show that PhI-GPR provides a forecast comparable to the standard data-driven GPR; both forecasts are significantly more accurate than the autoregressive integrated moving average (ARIMA) forecast. We also show that the ARIMA forecast is more sensitive to observation frequency and measurement errors than the PhI-GPR forecast.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2012

A preconditioning technique for Schur complement systems arising in stochastic optimization

Deterministic sample average approximations of stochastic programming problems with recourse are suitable for a scenario-based parallelization. In this paper the parallelization is obtained by using an interior-point method and a Schur complement mechanism for the interior-point linear systems. However, the direct linear solves involving the dense Schur complement matrix are expensive, and adversely affect the scalability of this approach. We address this issue by proposing a stochastic preconditioner for the Schur complement matrix and by using Krylov iterative methods for the solution of the dense linear systems. The stochastic preconditioner is built based on a subset of existing scenarios and can be assembled and factorized on a separate process before the computation of the Schur complement matrix finishes on the remaining processes. The expensive factorization of the Schur complement is removed from the parallel execution flow and the scaling of the optimization solver is considerably improved with this approach. The spectral analysis indicates an exponentially fast convergence in probability to 1 of the eigenvalues of the preconditioned matrix with the number of scenarios incorporated in the preconditioner. Numerical experiments performed on the relaxation of a unit commitment problem show good performance, in terms of both the accuracy of the solution and the execution time.

99 GENERAL AND MISCELLANEOUS↗
DOE OSTI2015

Dynamics of the stochastic Lorenz chaotic system with long memory effects

Little seems to be known about the ergodic dynamics of stochastic systems with fractional noise. This paper is devoted to discern such long time dynamics through the stochastic Lorenz chaotic system (SLCS) with long memory effects. By a truncation technique, the SLCS is proved to generate a continuous stochastic dynamical system Λ. Based on the Krylov-Bogoliubov criterion, the required Lyapunov function is further established to ensure the existence of the invariant measure of Λ. Meanwhile, the uniqueness of the invariant measure of Λ is proved by examining the strong Feller property, together with an irreducibility argument. Therefore, the SLCS has exactly one adapted stationary solution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2011

Probabilistic Path Planning of Montgolfier Balloons in Strong, Uncertain Wind Fields

Lighter-than-air vehicles such as hot-air balloons have been proposed for exploring Saturn s moon Titan, as well as other bodies with significant atmospheres. For these vehicles to navigate effectively, it is critical to incorporate the effects of surrounding wind fields, especially as these winds will likely be strong relative to the control authority of the vehicle. Predictive models of these wind fields are available, and previous research has considered problems of planning paths subject to these predicted forces. However, such previous work has considered the wind fields as known a priori, whereas in practical applications, the actual wind vector field is not known exactly and may deviate significantly from the wind velocities estimated by the model. A probabilistic 3D path-planning algorithm was developed for balloons to use uncertain wind models to generate time-efficient paths. The nominal goal of the algorithm is to determine what altitude and what horizontal actuation, if any is available on the vehicle, to use to reach a particular goal location in the least expected time, utilizing advantageous winds. The solution also enables one to quickly evaluate the expected time-to-goal from any other location and to avoid regions of large uncertainty. This method is designed for balloons in wind fields but may be generalized for any buoyant vehicle operating in a vector field. To prepare the planning problem, the uncertainty in the wind field is modeled. Then, the problem of reaching a particular goal location is formulated as a Markov decision process (MDP) using a discretized space approach. Solving the MDP provides a policy of what actuation option (how much buoyancy change and, if applicable, horizontal actuation) should be selected at any given location to minimize the expected time-to-goal. The results provide expected time-to-goal values from any given location on the globe in addition to the action policy. This stochastic approach can also provide insights not accessible by deterministic methods; for example, one can evaluate variability and risk associated with different scenarios, rather than only viewing the expected outcome.

Wolf, Michael↗
DOE OSTI2021

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

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

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2013

Resonant behavior in heat transfer across weak molecular interfaces

Molecular dynamics (MD) simulations are used to study, in detail, the transfer of thermal (vibrational) energy between objects with discrete vibrational spectra to those with a semi-continuum of spectra. The transfer of energy is stochastic and strongly dependent on the instantaneous separation between the bodies. The insight from the MD simulations can be captured with a simple classical model that agrees well with quantum models. This model can be used to optimize systems for efficient frequency selective energy transfer, which can be used in designing a chemical sensor through nanomechanical resonance spectroscopy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Gompertzian stochastic model with delay effect to cervical cancer growth

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2015

Analytic nuclear forces and molecular properties from full configuration interaction quantum Monte Carlo

Unbiased stochastic sampling of the one- and two-body reduced density matrices is achieved in full configuration interaction quantum Monte Carlo with the introduction of a second, “replica” ensemble of walkers, whose population evolves in imaginary time independently from the first and which entails only modest additional computational overheads. The matrices obtained from this approach are shown to be representative of full configuration-interaction quality and hence provide a realistic opportunity to achieve high-quality results for a range of properties whose operators do not necessarily commute with the Hamiltonian. A density-matrix formulated quasi-variational energy estimator having been already proposed and investigated, the present work extends the scope of the theory to take in studies of analytic nuclear forces, molecular dipole moments, and polarisabilities, with extensive comparison to exact results where possible. These new results confirm the suitability of the sampling technique and, where sufficiently large basis sets are available, achieve close agreement with experimental values, expanding the scope of the method to new areas of investigation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Three‐phase probabilistic load flow in radial and meshed distribution networks

With the introduction of higher levels of renewables and demand response programs, traditional deterministic power system tools fall short of expectations. Probabilistic load flow (PLF) takes into account the inconsistency or the unknown loads, and generation in the fundamental load flow analysis. This study proposes a PLF solution for both balanced and unbalanced, radial and weakly meshed networks without explicitly using the Y ‐bus matrix. It allows for discrete probability density functions as input variables without having to assume a predefined distribution. The nodal voltages and the power flows can be calculated independently from one another. The proposed method is applied to the IEEE 123 Node Test Feeder and the IEEE 13 Node Test Feeder in both its original radial configuration and a modified mesh configuration, including a load replaced with a wind turbine. The results are validated by comparison of the proposed method's solutions to those obtained using cumulants and Monte Carlo simulation. The proposed PLF method provides an accurate and practical way for finding the solution to stochastic problems occurring in power distribution systems allowing for real‐system data to be analysed.

Melhorn, Alexander C.↗
DOE OSTI2016

The Early Exercise Premium Representation for American Options on Multiply Assets

In the paper we consider the problem of valuation of American options written on dividend-paying assets whose price dynamics follow the classical multidimensional Black and Scholes model. We provide a general early exercise premium representation formula for options with payoff functions which are convex or satisfy mild regularity assumptions. Examples include index options, spread options, call on max options, put on min options, multiply strike options and power-product options. In the proof of the formula we exploit close connections between the optimal stopping problems associated with valuation of American options, obstacle problems and reflected backward stochastic differential equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2015

Improved Sampling Algorithms in the Risk-Informed Safety Margin Characterization Toolkit

The RISMC approach is developing advanced set of methodologies and algorithms in order to perform Probabilistic Risk Analyses (PRAs). In contrast to classical PRA methods, which are based on Event-Tree and Fault-Tree methods, the RISMC approach largely employs system simulator codes applied to stochastic analysis tools. The basic idea is to randomly perturb (by employing sampling algorithms) timing and sequencing of events and internal parameters of the system codes (i.e., uncertain parameters) in order to estimate stochastic parameters such as core damage probability. This approach applied to complex systems such as nuclear power plants requires to perform a series of computationally expensive simulation runs given a large set of uncertain parameters. These types of analysis are affected by two issues. Firstly, the space of the possible solutions (a.k.a., the issue space or the response surface) can be sampled only very sparsely, and this precludes the ability to fully analyze the impact of uncertainties on the system dynamics. Secondly, large amounts of data are generated and tools to generate knowledge from such data sets are not yet available. This report focuses on the first issue and in particular employs novel methods that optimize the information generated by the sampling process by sampling unexplored and risk-significant regions of the issue space: adaptive (smart) sampling algorithms. They infer system response from surrogate models constructed from existing samples and predict the most relevant location of the next sample. It is therefore possible to understand features of the issue space with a small number of carefully selected samples. In this report, we will present how it is possible to perform adaptive sampling using the RISMC toolkit and highlight the advantages compared to more classical sampling approaches such Monte-Carlo. We will employ RAVEN to perform such statistical analyses using both analytical cases but also another RISMC code: RELAP-7.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2014

A weighted ℓ{sub 1}-minimization approach for sparse polynomial chaos expansions

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard ℓ{sub 1}-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refer to the resulting algorithm as weightedℓ{sub 1}-minimization. We provide conditions under which we may guarantee recovery using this weighted scheme. Numerical tests are used to compare the weighted and non-weighted methods for the recovery of solutions to two differential equations with high-dimensional random inputs: a boundary value problem with a random elliptic operator and a 2-D thermally driven cavity flow with random boundary condition.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Methods to Evaluate Subcolumn Profiles Based on Two-Point Diagnostics

In atmospheric models, stochastic generation of subgrid-scale profiles or “subcolumns” has been used for a variety of purposes. Such subcolumns can be generated from subgrid probability density functions (PDFs) at different vertical levels, when such PDFs are available. To do so, the generator needs to decide how strongly points should be correlated in the vertical, that is, how much the values should be overlapped. This is sometimes called “PDF overlap.” To assess vertical correlation in a simplified, observable setting, here the vertical correlation of vertical velocity in subcloud layers is examined. Doppler lidar is used to evaluate the vertical profiles of vertical velocity produced by a large-eddy simulation (LES) model and the Subgrid Importance Latin Hypercube Sampler (SILHS) subcolumn generator. In order to diagnose unrealistic features in subcolumn profiles, various statistical diagnostics are examined here, including the bivariate PDF of vertical velocity at two separated points (i.e., altitudes), the two-point velocity correlation, the integral correlation length, the PDF of two-point velocity differences, and the skewness and kurtosis of two-point velocity differences. The profiles produced by LES match lidar well, except that they are too smooth at small scales. The profiles produced by SILHS exhibit sharp jumps from updraft to downdraft that are not observed in the lidar data. To reduce the generation of these unrealistically sharp jumps, the SILHS sampling method is revised. The diagnostics confirm that the revised sampling method reduces the overprediction of sharp jumps.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1992

Ionospheric gravity wave measurements with the USU dynasonde

A method for the measurement of ionospheric Gravity Wave (GW) using the USU Dynasonde is outlined. This method consists of a series of individual procedures, which includes functions for data acquisition, adaptive scaling, polarization discrimination, interpolation and extrapolation, digital filtering, windowing, spectrum analysis, GW detection, and graphics display. Concepts of system theory are applied to treat the ionosphere as a system. An adaptive ionogram scaling method was developed for automatically extracting ionogram echo traces from noisy raw sounding data. The method uses the well known Least Mean Square (LMS) algorithm to form a stochastic optimal estimate of the echo trace which is then used to control a moving window. The window tracks the echo trace, simultaneously eliminating the noise and interference. Experimental results show that the proposed method functions as designed. Case studies which extract GW from ionosonde measurements were carried out using the techniques described. Geophysically significant events were detected and the resultant processed results are illustrated graphically. This method was also developed for real time implementation in mind.

Berkey, Frank T.↗