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At least 1,315 records · Page 73
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DOE OSTI2021

Stochastic pre-event preparation for enhancing resilience of distribution systems

Extreme weather events are the common causes for power supply interruptions and power outages in electrical distribution systems. Improving the distribution system and enhancing its resilience is becoming crucial due to the increased frequency of extreme weather events. Preparation and allocation of multiple flexible resources, such as mobile resources, fuel resources, and labor resources before extreme weather events can mitigate the effects of extreme weather events and enhance the resilience of power distribution systems. Here, in this paper, a two-stage stochastic mixed-integer linear programming (SMILP) is proposed to optimize the preparation and resource allocation process for upcoming extreme weather events, which leads to faster and more efficient post-event restoration. The objective of the proposed two-stage SMILP is to maximize the served load and minimize the operating cost of flexible resources. The first stage in the optimization problem selects the amounts and locations of different resources. The second stage considers the operational constraints of the distribution system and repair crew scheduling constraints. The proposed stochastic pre-event preparation model is solved by a scenario decomposition method, Progressive Hedging (PH), to ease the computational complexity introduced by a large number of scenarios. Furthermore, to show the impact of solar photovoltaic (PV) generation on system resilience, three types of PV systems are considered during a power outage and the resilience improvements with different PV penetration levels are compared. Numerical results from simulations on a large-scale (more than 10,000 nodes) distribution feeder have been used to validate the effectiveness and scalability of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2015

Determining Reduced Order Models for Optimal Stochastic Reduced Order Models

The use of parameterized reduced order models(PROMs) within the stochastic reduced order model (SROM) framework is a logical progression for both methods. In this report, five different parameterized reduced order models are selected and critiqued against the other models along with truth model for the example of the Brake-Reuss beam. The models are: a Taylor series using finite difference, a proper orthogonal decomposition of the the output, a Craig-Bampton representation of the model, a method that uses Hyper-Dual numbers to determine the sensitivities, and a Meta-Model method that uses the Hyper-Dual results and constructs a polynomial curve to better represent the output data. The methods are compared against a parameter sweep and a distribution propagation where the first four statistical moments are used as a comparison. Each method produces very accurate results with the Craig-Bampton reduction having the least accurate results. The models are also compared based on time requirements for the evaluation of each model where the Meta- Model requires the least amount of time for computation by a significant amount. Each of the five models provided accurate results in a reasonable time frame. The determination of which model to use is dependent on the availability of the high-fidelity model and how many evaluations can be performed. Analysis of the output distribution is examined by using a large Monte-Carlo simulation along with a reduced simulation using Latin Hypercube and the stochastic reduced order model sampling technique. Both techniques produced accurate results. The stochastic reduced order modeling technique produced less error when compared to an exhaustive sampling for the majority of methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

TurboRVB: A many-body toolkit for ab initio electronic simulations by quantum Monte Carlo

TurboRVB is a computational package for ab initio Quantum Monte Carlo (QMC) simulations of both molecular and bulk electronic systems. The code implements two types of well established QMC algorithms: Variational Monte Carlo (VMC) and diffusion Monte Carlo in its robust and efficient lattice regularized variant. A key feature of the code is the possibility of using strongly correlated many-body wave functions (WFs), capable of describing several materials with very high accuracy, even when standard mean-field approaches [e.g., density functional theory (DFT)] fail. The electronic WF is obtained by applying a Jastrow factor, which takes into account dynamical correlations, to the most general mean-field ground state, written either as an antisymmetrized geminal power with spin-singlet pairing or as a Pfaffian, including both singlet and triplet correlations. This WF can be viewed as an efficient implementation of the so-called resonating valence bond (RVB) Ansatz, first proposed by Pauling and Anderson in quantum chemistry [L. Pauling, The Nature of the Chemical Bond (Cornell University Press, 1960)] and condensed matter physics [P.W. Anderson, Mat. Res. Bull 8, 153 (1973)], respectively. The RVB Ansatz implemented in TurboRVB has a large variational freedom, including the Jastrow correlated Slater determinant as its simplest, but nontrivial case. Moreover, it has the remarkable advantage of remaining with an affordable computational cost, proportional to the one spent for the evaluation of a single Slater determinant. Therefore, its application to large systems is computationally feasible. The WF is expanded in a localized basis set. Several basis set functions are implemented, such as Gaussian, Slater, and mixed types, with no restriction on the choice of their contraction. The code implements the adjoint algorithmic differentiation that enables a very efficient evaluation of energy derivatives, comprising the ionic forces. Thus, one can perform structural optimizations and molecular dynamics in the canonical NVT ensemble at the VMC level. For the electronic part, a full WF optimization (Jastrow and antisymmetric parts together) is made possible, thanks to state-of-the-art stochastic algorithms for energy minimization. In the optimization procedure, the first guess can be obtained at the mean-field level by a built-in DFT driver. The code was efficiently parallelized by using a hybrid MPI-OpenMP protocol, which is also an ideal environment for exploiting the computational power of modern Graphics Processing Unit accelerators.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2026

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems↗
DOE OSTI2022

Learning the temporal evolution of multivariate densities via normalizing flows

In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced by integrating local or nonlocal Fokker–Planck equations). Here, we analyze this evolution through machine learning assisted construction of a time-dependent mapping that takes a reference distribution (say, a Gaussian) to each and every instance of our evolving distribution. If the reference distribution is the initial condition of a Fokker–Planck equation, what we learn is the time-T map of the corresponding solution. Specifically, the learned map is a multivariate normalizing flow that deforms the support of the reference density to the support of each and every density snapshot in time. We demonstrate that this approach can approximate probability density function evolutions in time from observed sampled data for systems driven by both Brownian and Lévy noise. We present examples with two- and three-dimensional, uni- and multimodal distributions to validate the method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Tensor decompositions for count data that leverage stochastic and deterministic optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the maximum likelihood estimator (MLE) of the Poisson CPD model. Here, this work presents two new algorithms that extend state-of-the-art local methods for Poisson CPD. Hybrid GCP-CPAPR combines Generalized Canonical Decomposition (GCP) with stochastic optimization and CP Alternating Poisson Regression (CPAPR), a deterministic algorithm, to increase the probability of converging to the MLE over either method used alone. Restarted CPAPR with SVDrop uses a heuristic based on the singular values of the CPD model unfoldings to identify convergence toward optimizers that are not the MLE and restarts within the feasible domain of the optimization problem, thus reducing overall computational cost when using a multi-start strategy. We provide empirical evidence that indicates our approaches outperform existing methods with respect to converging to the Poisson CPD MLE.

CPAPR↗
DOE OSTI2012

Robust volume calculations for Constructive Solid Geometry (CSG) components in Monte Carlo transport calculations

In this paper we consider a new generalized algorithm for the efficient calculation of component object volumes given their equivalent constructive solid geometry (CSG) definition. The new method relies on domain decomposition to recursively subdivide the original component into smaller pieces with volumes that can be computed analytically or stochastically, if needed. Unlike simpler brute-force approaches, the proposed decomposition scheme is guaranteed to be robust and accurate to within a user-defined tolerance. The new algorithm is also fully general and can handle any valid CSG component definition, without the need for additional input from the user. The new technique has been specifically optimized to calculate volumes of component definitions commonly found in models used for Monte Carlo particle transport simulations for criticality safety and reactor analysis applications. However, the algorithm can be easily extended to any application which uses CSG representations for component objects. The paper provides a complete description of the novel volume calculation algorithm, along with a discussion of the conjectured error bounds on volumes calculated within the method. In addition, numerical results comparing the new algorithm with a standard stochastic volume calculation algorithm are presented for a series of problems spanning a range of representative component sizes and complexities. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2015

NONLINEAR EFFECTS IN PARTICLE TRANSPORT IN STOCHASTIC MAGNETIC FIELDS

Collisional particle transport in stochastic magnetic fields is studied using a semi-analytical method. The aim is to determine the influence of the nonlinear effects that occur in the magnetic field line random walk on particle transport. We show that particle transport coefficients can be strongly influenced by the magnetic line trapping. The conditions that correspond to these nonlinear regimes are determined. We also analyze the effects produced by the space variation of the large-scale magnetic field. We show that an average drift is generated by the gradient of the magnetic field, which strongly increases and reverses its orientation in the nonlinear regime.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

Investigating the effects of electron bounce-cyclotron resonance on plasma dynamics in capacitive discharges operated in the presence of a weak transverse magnetic field

Recently, Patil et al. [Phys. Rev. Res. 4, 013059 (2022)] have reported the existence of an enhanced operating regime when a low-pressure (5 mTorr) capacitively coupled discharge (CCP) is driven by a very high radio frequency (60 MHz) source in the presence of a weak external magnetic field applied parallel to its electrodes. Their particle-in-cell simulations show that a significantly higher bulk plasma density and ion flux can be achieved at the electrode when the electron cyclotron frequency equals half of the applied radio frequency for a given fixed voltage. In the present work, we take a detailed look at this phenomenon and further delineate the effect of this “electron bounce-cyclotron resonance (EBCR)” on the electron and ion dynamics of the system. We find that the ionization collision rate and stochastic heating are maximum under resonance condition. The electron energy distribution function also indicates that the population of tail-end electrons is highest for the case where EBCR is maximum. Formation of electric field transients in the bulk plasma region is also seen at lower values of applied magnetic field. Finally, we demonstrate that the EBCR-induced effect is a low-pressure phenomenon and weakens as the neutral gas pressure increases. The potential utility of this effect to advance the operational performance of CCP devices for industrial purposes is discussed in this report.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Insight on electrolyte infiltration of lithium ion battery electrodes by means of a new three-dimensional-resolved lattice Boltzmann model

Electrolyte filling takes place between sealing and formation in Lithium Ion Battery (LIB) manufacturing process. This step is crucial as it is directly linked to LIB quality and affects the subsequent time consuming electrolyte wetting process. Although having fast, homogeneous and complete wetting is of paramount importance, this process has not been sufficiently examined and fully understood. For instance, experimentally available data is insufficient to fully capture the complex interplay upon filling between electrolyte and air inside the porous electrode. We report here for the first time a 3D-resolved Lattice Boltzmann Method (LBM) model able to simulate electrolyte filling upon applied pressure of LIB porous electrodes obtained both from experiments (micro X-ray tomography) and computations (stochastic generation, simulation of the manufacturing process using Coarse Grained Molecular Dynamics and Discrete Element Method). The model allows obtaining advanced insights about the impact of the electrode mesostructures on the speed of electrolyte impregnation and wetting, highlighting the importance of porosity, pore size distribution and pores interconnectivity on the filling dynamics. Furthermore, we identify scenarios where volumes with trapped air (dead zones) appear and evaluate the impact of those on the electrochemical behavior of the electrodes.

25 ENERGY STORAGE↗
DOE OSTI2019

Stochastic resolution of identity second-order Matsubara Green’s function theory

We create a stochastic resolution of identity representation to the second-order Matsubara Green’s function (sRI-GF2) theory. Using a stochastic resolution of the Coulomb integrals, the second order Born self-energy in GF2 is decoupled and reduced to matrix products/ contractions, which reduces the computational cost from O(N 5 ) to O(N 3 ) (with N being the number of atomic orbitals). Currently, the method can be viewed as an extension to our previous work on stochastic resolution of identity second order Møller-Plesset perturbation theory [T. Y. Takeshita et al., J. Chem. Theory Comput. 13, 4605 (2017)] and offers an alternative to previous stochastic GF2 formulations [D. Neuhauser et al., J. Chem. Theory Comput. 13, 5396 (2017)]. We show that sRI-GF2 recovers the deterministic GF2 results for small systems, is computationally faster than deterministic GF2 for N > 80, and is a practical approach to describe weak correlations in systems with 10 3 electrons and more.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

Physics-informed Machine Learning Method for Forecasting and Uncertainty Quantification of Partially Observed and Unobserved States in Power Grids

We present a physics-informed Gaussian Process Regression (GPR) model to predict the phase angle, angular speed, and wind mechanical power from a limited number of measurements. In the traditional data-driven GPR method, the form of the Gaussian Process covariance matrix is assumed and its parameters are found from measurements. In the physics-informed GPR, we treat unknown variables (including wind speed and mechanical power) as a random process and compute the covariance matrix from the resulting stochastic power grid equations. We demonstrate that the physics-informed GPR method is significantly more accurate than the standard data-driven one for immediate forecasting of generators' angular velocity and phase angle. We also show that the physics-informed GPR provides accurate predictions of the unobserved wind mechanical power, phase angle, or angular velocity when measurements from only one of these variables are available. The immediate forecast of observed variables and predictions of unobserved variables can be used for effectively managing power grids (electricity market clearing, regulation actions) and early detection of abnormal behavior and faults. The physics-based GPR forecast time horizon depends on the combination of input (wind power, load, etc.) correlation time and characteristic (relaxation) time of the power grid and can be extended to short and medium-range times.

machine learning, power grid, forecasting, Gaussia↗
DOE OSTI2013

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared to MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series

Abstract In this article we propose an extension of singular spectrum analysis for interval‐valued time series. The proposed methods can be used to decompose and forecast the dynamics governing a set‐valued stochastic process. The resulting components on which the interval time series is decomposed can be understood as interval trendlines, cycles, or noise. Forecasting can be conducted through a linear recurrent method, and we devised generalizations of the decomposition method for the multivariate setting. The performance of the proposed methods is showcased in a simulation study. We apply the proposed methods so to track the dynamics governing the Argentina Stock Market (MERVAL) in real time, in a case study over a period of turbulence that led to discussions of the government of Argentina with the International Monetary Fund.

de Carvalho, Miguel↗
DOE OSTI2013

Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

Stochastic thermodynamics of fluctuating density fields: Non-equilibrium free energy differences under coarse-graining

We discuss the stochastic thermodynamics of systems that are described by a time-dependent density field, for example, simple liquids and colloidal suspensions. For a time-dependent change of external parameters, we show that the Jarzynski relation connecting work with the change of free energy holds if the time evolution of the density follows the Kawasaki-Dean equation. Specifically, we study the work distributions for the compression and expansion of a two-dimensional colloidal model suspension implementing a practical coarse-graining scheme of the microscopic particle positions. We demonstrate that even if coarse-grained dynamics and density functional do not match, the fluctuation relations for the work still hold albeit for a different, apparent, change of free energy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2018

On the Optimal Stabilization of an Integral Manifold

By the method of Lyapunov functions, we study the problem of optimal stabilization of an analytically defined integral manifold in the class of stochastic differential equations in the case where random perturbations belong to the class of processes with independent increments.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

A one-time truncate and encode multiresolution stochastic framework

In this work a novel adaptive strategy for stochastic problems, inspired from the classical Harten's framework, is presented. The proposed algorithm allows building, in a very general manner, stochastic numerical schemes starting from a whatever type of deterministic schemes and handling a large class of problems, from unsteady to discontinuous solutions. Its formulations permits to recover the same results concerning the interpolation theory of the classical multiresolution approach, but with an extension to uncertainty quantification problems. The present strategy permits to build numerical scheme with a higher accuracy with respect to other classical uncertainty quantification techniques, but with a strong reduction of the numerical cost and memory requirements. Moreover, the flexibility of the proposed approach allows to employ any kind of probability density function, even discontinuous and time varying, without introducing further complications in the algorithm. The advantages of the present strategy are demonstrated by performing several numerical problems where different forms of uncertainty distributions are taken into account, such as discontinuous and unsteady custom-defined probability density functions. In addition to algebraic and ordinary differential equations, numerical results for the challenging 1D Kraichnan–Orszag are reported in terms of accuracy and convergence. Finally, a two degree-of-freedom aeroelastic model for a subsonic case is presented. Though quite simple, the model allows recovering some physical key aspect, on the fluid/structure interaction, thanks to the quasi-steady aerodynamic approximation employed. The injection of an uncertainty is chosen in order to obtain a complete parameterization of the mass matrix. All the numerical results are compared with respect to classical Monte Carlo solution and with a non-intrusive Polynomial Chaos method.

97 MATHEMATICS AND COMPUTING↗