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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 NTRS2018

Stochastic Reduced Order Models with Python (SROMPy)

Stochastic Reduced Order Models with Python (SROMPy) is a software package developed to enable user-friendly utilization of the stochastic reduced order model (SROM) approach for uncertainty quantification. A SROM is a low dimensional, discrete approximation to a random quantity that enables efficient and non-intrusive stochastic computations. With SROMPy, a user can easily generate a SROM to approximate a random variable or vector described by several different types of probability distributions using the Python programming language. Once a SROM is constructed, the software can be used to propagate uncertainty through a user-defined computational model to estimate statistics of a given quantity of interest. This report is meant to introduce the SROMPy module and brie y demonstrate its capabilities. A simple example of a spring-mass system with a random input is included to illustrate the practicality of the SROM approach to uncertainty quantification and relative ease of applying it with SROMPy. The example includes a comparison with a solution obtained using classical Monte Carlo simulation, demonstrating the similarities and advantages of using the SROM approach.

Warner, James E.↗
NASA NTRS2018

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗
NASA NTRS2020

Stochastic Simulation of Mudcrack Damage Formation in an Environmental Barrier Coating

The FEAMAC/CARES program, which integrates finite element analysis (FEA) with the MAC/GMC (Micromechanics Analysis Code with Generalized Method of Cells) and the CARES/Life (Ceramics Analysis and Reliability Evaluation of Structures / Life Prediction) programs, was used to simulate the formation of mudcracks during the cooling of a multilayered environmental barrier coating (EBC) deposited on a silicon carbide substrate. FEAMAC/CARES combines the MAC/GMC multiscale micromechanics analysis capability (primarily developed for composite materials) with the CARES/Life probabilistic multiaxial failure criteria (developed for brittle ceramic materials) and Abaqus (Dassault Systèmes) FEA. In this report, elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio elements enabled the formation of crack boundaries, leading to development of mudcrack-patterned damage. Finite element models of a disk-shaped three-dimensional specimen and a twodimensional model of a through-the-thickness cross section subjected to progressive cooling from 1,300 °C to an ambient temperature of 23 °C were made. Mudcrack damage in the coating resulted from the buildup of residual tensile stresses between the individual material constituents because of thermal expansion mismatches between coating layers and the substrate. A two-parameter Weibull distribution characterized the coating layer stochastic strength response and allowed the effect of the Weibull modulus on the formation of damage and crack segmentation lengths to be studied. The spontaneous initiation of cracking and crack coalescence resulted in progressively smaller mudcrack cells as cooling progressed, consistent with a fractal-behaved fracture pattern. Other failure modes such as delamination, and possibly spallation, could also be reproduced. The physical basis assumed and the heuristic approach employed, which involves a simple stochastic cellular automaton methodology to approximate the crack growth process, are described. The results ultimately show that a selforganizing mudcrack formation can derive from a Weibull distribution that is used to describe the stochastic strength response of the bulk brittle ceramic material layers of an EBC.

Nemeth, Noel N.↗
NASA NTRSDate not supplied

The Effect of Stochastic Acceleration on the Dynamics of Solar Energetic Particles in the Heliosphere

Solar Energetic Particles (SEPs) are crucial in space weather phenomena, impacting space-based technologies and human activities in space. Understanding the dynamics of SEPs, including their acceleration and transport mechanisms, is essential for improving predictive models and mitigating adverse effects. This study investigates the impact of stochastic acceleration (SA) on the dynamics of SEPs within the heliosphere. By integrating stochastic acceleration into a SEP transport model, we assess its impact relative to diffusive shock acceleration (DSA). The investigation utilizes the Adaptive Mesh Particle Simulator (AMPS) within the Space Weather Modeling Framework (SWMF) to simulate SEP dynamics, incorporating solar wind parameters and turbulence from the Alfven Wave Solar Model (AWSoM). To do this, we solve the focused transport equation to model the propagation of SEPs along magnetic field lines, extending these lines to 5 AU to incorporate the potential effects of pitch angle scattering beyond 1 AU. This aspect could notably impact the decay phase of a SEP event. Modeling the transport of SEPs is coupled with the simulation of solar wind dynamics, the interplanetary magnetic field, and the characteristics of Alfven wave turbulence. This presentation covers the modeling approach used in this research, the characterization of the impact of the stochastic acceleration, and the role of pitch angle scattering at various heliocentric distances on the dynamics of the SEP events' decay phase.

SEP↗
DOE OSTI2024

Searching for cosmological stochastic backgrounds by notching out resolvable compact binary foregrounds with next-generation gravitational-wave detectors

Stochastic gravitational-wave backgrounds can be of either cosmological or astrophysical origin. The detection of an astrophysical stochastic gravitational-wave background with ground-based interferometers is expected in the near future. Perhaps even more excitingly, the detection of stochastic backgrounds of cosmological origin by future ground-based interferometers could reveal invaluable information about the early Universe. From this perspective, the astrophysical background is a {\it foreground} that can prevent the extraction of this information from the data. In this paper, we revisit a time-frequency domain notching procedure previously proposed to remove the astrophysical foreground in the context of next-generation ground-based detectors, but we consider the more realistic scenario where we remove individually detectable signals by taking into account the uncertainty in the estimation of their parameters. We find that time-frequency domain masks can still efficiently remove the astrophysical foreground and suppress it to about $5\%$ of its original level. Further removal of the foreground formed by unresolvable events (in particular, unresolvable binary neutron stars), which is about $10$ times larger than the residual foreground from realistic notching, would require detector sensitivity improvements. Therefore, the main limitation in the search for a cosmological background is the unresolvable foreground itself, and not the residual of the notching procedure.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

EXPLORING INTERFEROMETRY DIAGNOSTICS FOR OPTICAL STOCHASTIC COOLING AT FAST/IOTA

Optical Stochastic Cooling (OSC) is an advanced beam-cooling technique that will advance the traditional stochastic cooling. This method leverages optical radiation and high-precision feedback to cool the particles more efficiently than traditional stochastic methods by more than three orders of magnitude. As such, it is an enabler for the development of next generation discovery science machines at the frontiers of energy and intensity. This paper focuses on the development of the second phase of OSC and improving extreme beam cooling techniques in accelerators. The goal was to build and characterize a Mach-Zehnder Interferometer (MZI) in the FAST laser lab using known glass plates thickness which will allow future measurements of unknown phase change due to nonlinear amplification processes.

Teriba, Folashade↗
DOE OSTI2026

Stochastic Thermo-Hydro Modeling and Neural Network Surrogate Development for Thermal Resource Assessment of the Galleries-to-Calories Geobattery

The Galleries-to-Calories Geobattery concept explores the use of abandoned coal mine workings for large-scale thermal energy transport and storage. The system involves injecting waste heat from a supercomputing facility into flooded mine galleries, where groundwater flow can store and transport thermal energy for potential recovery in downgradient district heating and cooling applications. To evaluate the feasibility and performance of the Geobattery under geological and operational uncertainty, we developed a suite of stochastic thermo-hydrological (TH) simulations using Monte Carlo sampling of key uncertain parameters (e.g., permeability, porosity, thermal conductivity, specific heat capacity) and operating conditions (e.g., injection rate, injection temperature). Results identified injection rate and temperature as the most influential parameters governing thermal front propagation, while the geometry of the room-and-pillar structure played a critical role in directing the extent and orientation of thermal advancement. Optimal combinations of material properties for maximizing heat recovery were also determined. To address the high computational cost of coupled-process stochastic modeling, we trained a neural network surrogate model on 24,000 physics-based realizations, achieving an R² > 0.99 and MAE < 0.1 for temperature predictions at monitoring locations. This surrogate enabled an additional 100,000 realizations for global sensitivity analysis and probabilistic thermal resource assessment. The integrated stochastic physics–surrogate modeling framework offers a computationally efficient tool for quantifying uncertainty, identifying key drivers, and informing early-stage design decisions for Geobattery systems.

15 - GEOTHERMAL ENERGY↗
DOE OSTI2025

Stochastic room temperature creep of 316 L stainless steel

The creep behavior of 316 L stainless steel at room temperature was evaluated as a function of time and applied stress using a new high-throughput approach. Several common creep models were evaluated against the observations, leading to deeper analysis of a stress-dependent modified logarithmic creep model. Within this model, multiple sources of uncertainty were compared. Aleatoric stochastic variation between samples under nominally identical conditions was identified as the primary contributor to uncertainty in creep response. Under any particular set of conditions, the sample-to-sample variability in creep strain was as high as a factor of two, highlighting the engineering importance of characterizing large statistical datasets. The model's extrapolation capabilities were assessed by comparing predictions derived from calibration on partial, shorter-duration subsets of the data. In conclusion, these findings underscore the importance of accounting for stochastic effects in predictive modeling of aging phenomena.

High-throughput↗
DOE OSTI2026

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Stochastic Calculus Approach to Boltzmann Transport

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

Boltzmann transport↗
DOE OSTI2025

On MCNP Stochastic Volume Estimation Normalization

This paper resolves a perennial point of confusion regarding the source-weighting normalization factor recommended in the MCNP manual (𝜋⁢𝑟 2 ) to stochastically estimate the volume of a region within an enclosing inward-directed spherical surface source with radius 𝑟. The normalization factor arises from the relationship between a sphere’ s mean chord length, its volume, and the values estimated by MCNP track-length tallies. A brief derivation is given that relates these quantities and results in the stated normalization. The correctness of this factor is demonstrated by estimating the volume of a variety of convex and nonconvex volumes. A heuristic demonstration of how biasing the inward-directed source reduces the statistical uncertainty of the stochastic volume estimate is also given, but a rigorous analysis of this improvement is left as future work.

42 ENGINEERING↗
DOE OSTI2024

Modeling stochastic fluctuations in relativistic kinetic theory

Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and covariantly stable, and its predictions do not depend on the choice of spacetime foliation used to define the grand-canonical probabilities. As expected, in a box containing N > 5 particles, Boltzmann’s molecular chaos postulate is broken with (almost exact) probability N -1/2 , leading to a breakdown of the Boltzmann equation in small systems. Here, we also verify that, in ultrarelativistic gases, transient hydrodynamics already accounts for at least 80% of the equilibrium fluctuations of the stress-energy tensor at a given time. Finally, we compute the correlators at nonequal times for two selected collision kernels: that of a chemically active diluted solution, and that of ultrarelativistic scalar particles self-interacting via a quartic potential. For the former, we compute the density-density correlators analytically in real space, and dehydrodynamization of the stochastic theory is proven to occur whenever the mean free path diverges at high energy.

Astronomy & Astrophysics↗
DOE OSTI2025

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2015

A Stochastic Scheduler for Integrated Arrival, Departure and Surface Operations in Los Angeles

In terminal airspace, integrating arrivals, departures, and surface operations with competing resources provides the potential of improving operational efficiency by removing barriers between different operations. This work develops a centralized stochastic scheduler for operations in a terminal area including airborne and surface operations using Non-dominated sorting genetic algorithm and Monte Carlo simulations. The scheduler handles completing resources between different flows, such as runway allocations, runway crossing, departure fixes, and other interaction way points between arrivals and departures. Meanwhile, the scheduler also takes time-varied uncertainties into account when optimizing schedules. The scheduler is run sequentially to identify the best and robust schedule for the next planning window. Resulting schedules decide the routes, speed or delays, and runway assignments with separation constraints at mergingdiverging waypoints in the air and crossing and separations on runways. The Los Angels terminal area was used as an example. The implementation of this stochastic scheduler for integrated arrival, departure and surface operations is completed. And several preliminary runs are finished for over 1,200 flights in LAX in a typical day. Sensitivity studies on various planning window sizes are presented, which shows that trade-off exits between planning window size and achievable minimum delay. Preliminary results on runway usage are also presented in this abstract. Because arrivals on the outer runways have to be followed by crossings on the inner runways, algorithmic runway allocation prefers inner runways for arrivals and outer runways for departures. More results will be presented in the final paper. And current terminal arrival and departure procedures based on first-come-first-serve procedure will also be set up and used as a baseline for comparison.

integrated scheduler↗
NASA NTRS2021

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗
DOE OSTI2025

Bayesian Calibration of Stochastic Agent Based Model via Random Forest

Agent-based models (ABM) provide an excellent framework for modeling outbreaks and interventions in epidemiology by explicitly accounting for diverse individual interactions and environments. However, these models are usually stochastic and highly parametrized, requiring precise calibration for predictive performance. When considering realistic numbers of agents and properly accounting for stochasticity, this high-dimensional calibration can be computationally prohibitive. This paper presents a random forest-based surrogate modeling technique to accelerate the evaluation of ABMs and demonstrates its use to calibrate an epidemiological ABM named CityCOVID via Markov chain Monte Carlo (MCMC). The technique is first outlined in the context of CityCOVID's quantities of interest, namely hospitalizations and deaths, by exploring dimensionality reduction via temporal decomposition with principal component analysis (PCA) and via sensitivity analysis. The calibration problem is then presented, and samples are generated to best match COVID-19 hospitalization and death numbers in Chicago from March to June in 2020. Further, these results are compared with previous approximate Bayesian calibration (IMABC) results, and their predictive performance is analyzed, showing improved performance with a reduction in computation.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2025

A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games

We consider an N -player hierarchical game in which the i th player’s objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of stochastic hierarchical optimization problems, Stackelberg equilibrium problems, and leader-follower games. We develop an iteratively regularized and smoothed variance-reduced modified extragradient framework for iteratively approaching hierarchical equilibria in a stochastic setting. We equip our analysis with rate statements, complexity guarantees, and almost-sure convergence results. We then extend these statements to settings where the lower-level problem is solved inexactly and provide the corresponding rate and complexity statements. Our model framework encompasses many game theoretic equilibrium problems studied in the context of power markets. We present a realistic application to the study of virtual power plants, emphasizing the role of hierarchical decision making and regularization. Preliminary numerics suggest that empirical behavior compares well with theoretical guarantees.

Tikhonov regularization↗
DOE OSTI2025

Neural operators for stochastic modeling of nonlinear structural system response to natural hazards

Traditionally, neural networks have been employed to learn the mapping between finite-dimensional Euclidean spaces. However, recent research has opened up new horizons, focusing on the utilization of deep neural networks to learn operators capable of mapping infinite-dimensional function spaces. Here, in this work, we employ two state-of-the-art neural operators, the deep operator network (DeepONet) and the Fourier neural operator (FNO) for the prediction of the nonlinear time history response of structural systems exposed to natural hazards, such as earthquakes and windstorms. Specifically, we propose two architectures, a self-adaptive FNO and a fast Fourier transform-based DeepONet (DeepFNOnet), where we employ a FNO beyond the DeepONet to learn the discrepancy between the ground truth and the solution predicted by the DeepONet. To demonstrate the efficiency and applicability of the architectures, two problems are considered. In the first, we use the proposed model to predict the seismic nonlinear dynamic response of a six-story shear building subject to stochastic ground motions. In the second problem, we employ the operators to predict the wind-induced nonlinear dynamic response of a high-rise building while explicitly accounting for the stochastic nature of the wind excitation. In both cases, the trained metamodels achieve high accuracy while being orders of magnitude faster than their corresponding high-fidelity models.

DeepONet↗