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At least 145 records · Page 8

Forces from Stochastic Density Functional Theory under Nonorthogonal Atom-Centered Basis Sets

We develop a formalism for calculating forces on the nuclei within the linear-scaling stochastic density functional theory (sDFT) in a nonorthogonal atom-centered basis set representation (Fabian et al. Wiley Interdiscip. Rev.: Comput. Mol. Sci. 2019, 9, e1412, 10.1002/wcms.1412) and apply it to the Tryptophan Zipper 2 (Trp-zip2) peptide solvated in water. We use an embedded-fragment approach to reduce the statistical errors (fluctuation and systematic bias), where the entire peptide is the main fragment and the remaining 425 water molecules are grouped into small fragments. We analyze the magnitude of the statistical errors in the forces and find that the systematic bias is of the order of 0.065 eV/Å (~1.2 × 10 -3 E h / a 0 ) when 120 stochastic orbitals are used, independently of system size. This magnitude of bias is sufficiently small to ensure that the bond lengths estimated by stochastic DFT (within a Langevin molecular dynamics simulation) will deviate by less than 1% from those predicted by a deterministic calculation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

State Estimation for Distribution Networks with Asynchronous Sensors Using Stochastic Descent: Preprint

This paper investigates the problem of state estimation for distribution networks with asynchronous sensors comprising of a mix of smart meters and phasor measurement units (PMUs) with multiple sampling and reporting rates. We consider two independent scenarios of state estimation and tracking, with either voltages or currents as states. With these two sets, we investigate estimation under (a) full data, assuming all measurements are available and (b) limited data, where an online algorithmic approach is adopted to estimate the possibly time-varying states by processing measurements as and when available. The proposed algorithm, inspired by the classical Stochastic Gradient Descent (SGD) approach updates the states based on the previous estimate and the newly available measurements. Finally, we demonstrate the estimation and tracking efficacy through numerical simulations on the IEEE-37 test network, while also highlighting how estimation with currents as states leads to faster convergence.

asynchronous sensors↗

Shape optimization under uncertainty for rotor blades of horizontal axis wind turbines

We present a computational framework for the shape optimization of a Horizontal-Axis Wind Turbine (HAWT) rotor blade under uncertainty. Our framework integrates aerodynamic simulations based on the blade element method which utilizes reduced order models of the blade structure and wind load with design sensitivity analysis and nonlinear programming. The wind velocity is modeled as a stochastic process to account for variations in time and space. An additional stochastic process accounts for uncertainties in the structural material properties. The uncertainty propagation is based on a non-intrusive polynomial chaos expansion that allows accurate estimation of stochastic performance metrics such as generated power and structural compliance. Sensitivities of cost and constraint functions with respect to shape parameters namely twist angles are computed with an efficient scheme to enable gradient based optimization. To demonstrate the effect of uncertainty, designs obtained from optimization under uncertainty are compared to those obtained from deterministic optimization.

42 ENGINEERING↗

Scalable computations for nonstationary Gaussian processes

Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with conventional dense linear algebra. In addition, derivative-free or even first-order optimization methods can be very slow to converge when estimating many spatially varying parameters. In this paper, we present a computational framework which couples an algebraic block diagonal plus low-rank covariance matrix approximation with stochastic trace estimation to facilitate the efficient use of second-order solvers for maximum likelihood estimation of Gaussian process models with many parameters. We demonstrate the effectiveness of these methods by simultaneously fitting 192 parameters in the popular nonstationary model of Paciorek and Schervish using 107,600 sea surface temperature anomaly measurements.

97 MATHEMATICS AND COMPUTING↗

THE LOSS OF ACCURACY OF STOCHASTIC COLLOCATION METHOD IN SOLVING NONLINEAR DIFFERENTIAL EQUATIONS WITH RANDOM INPUT DATA

n this paper we show how stochastic collocation method (SCM) could fail to con- verge for nonlinear differential equations with random coefficients. First, we consider Navier-Stokes equation with uncertain viscosity and derive error estimates for stochastic collocation discretization. Our analysis gives some indicators on how the nonlinearity negatively affects the accuracy of the method. The stochastic collocation method is then applied to noisy Lorenz system. Simulation re- sults demonstrate that the solution of a nonlinear equation could be highly irregular on the random data and in such cases, stochastic collocation method cannot capture the correct solution.

Webster, Clayton G↗

Parameter adaptive estimation of random processes

This paper is concerned with the parameter adaptive least squares estimation of random processes. The main result is a general representation theorem for the conditional expectation of a random variable on a product probability space. Using this theorem along with the general likelihood ratio expression, the least squares estimate of the process is found in terms of the parameter conditioned estimates. The stochastic differential for the a posteriori probability and the stochastic differential equation for the a posteriori density are found by using simple stochastic calculus on the representations obtained. The results are specialized to the case when the parameter has a discrete distribution. The results can be used to construct an implementable recursive estimator for certain types of nonlinear filtering problems. This is illustrated by some simple examples.

Caglayan, A. K.↗

Load response of a floating wind turbine to turbulent atmospheric flow

The two turbulence-generation models [Kaimal Spectrum Exponential Coherence (KSEC) and Mann] specified in the international standard for wind turbine design assume neutral atmospheric conditions and are based on statistical and spectral methods. Mainly due to the lack of physics, the flow fields simulated with these models ultimately differ in their underlying structure, especially in terms of the spatial coherence of longitudinal velocity perturbations. While this may not be critical for smaller wind turbine rotors, it becomes important when rotor sizes increase. Furthermore, it might be especially important in the context of floating technologies as they are more sensitive to large turbulent coherent structures. Previous work found that these differences between KSEC and Mann can propagate to loads predictions and thereby affect the design space of the entire wind turbine system. It is therefore crucial to determine in which ways these two models are underperforming. Up until now, validation of these models had only been done in the vertical direction because it is extremely difficult to obtain atmospheric turbulence measurements separated laterally, and sampled at heights relevant to wind energy. In this work, we address the lack of measurements by using high-fidelity, high-resolution simulation data as a reference. We perform hour-long, large-eddy simulations of turbulent velocity fields that are stability-dependent and contain three-dimensional coherent structures. These flow fields are then used to investigate which stochastic model is a better predictor of loads on a realistic spar-system floating offshore wind turbine, and to quantify how the assumption of neutral stratification propagates to short-term load estimates. Both stochastic turbulence models are found to overpredict fatigue loading in high-wind scenarios (in some cases, by more than 25%) and underpredict it when the wind speed is low (by as much as 20%). The KSEC model matches the high-fidelity flow fields more closely than Mann at high wind speeds, and the opposite is true at low wind speeds. Finally, turbine loading is found to be sensitive to atmospheric stability even when the turbulence intensity remains fairly constant. This sensitivity is most pronounced at low wind speeds, when fatigue load estimates on the spar system can differ by 40%.

17 WIND ENERGY↗

Hydropower potential derived from streamflow extremes for Alaska, USA

Alaska is an expansive region known for its abundant natural resources, including thousands of miles of streams and rivers. These rivers represent potential opportunities for future hydropower development that could provide reliable energy supply for local communities. There is limited long-term high temporal resolution streamflow data available for the region, making data-driven estimates of potential hydropower and its variability across the state challenging. This study provides a novel data-driven approach for hydropower capacity estimation across Alaska. We use supervised machine learning to develop a relationship between the daily and peak flow duration curves in order to augment the size of our dataset from 44 sites to 67 sites. We perform a stochastic hydropower estimation across the 67 sites and identify approximately 1000 MW of total potential hydropower capacity distributed across these sites. Our study provides the first step towards more comprehensive hydropower estimation for this critical region, highlighting the need for future work integrating high-resolution spatial data, community needs, and economic constraints in estimates of potential hydropower development in Alaska.

Hydropower↗

Analytic Estimation Method of Forced Oscillation Amplitude Under Stochastic Continuous Disturbances

This paper proposes an analytic method for the amplitude estimation of the forced oscillation under stochastic continuous disturbances (SCDs). There is considerable interest in the integration of intermittent renewable energy resources into a power system, which leads to the power system in an environment with SCDs. Thus, the forced oscillation issues under SCDs are of concern. In this paper, the SCDs are described as continuous-time stochastic processes, and then the systems under SCDs are modeled by stochastic differential algebraic equations. Furthermore, by employing stochastic theory, an efficient analytic method for calculating the statistics of system states during the forced oscillation is proposed. Moreover, a novel forced oscillation phenomenon, which presents system states oscillate with stationary distributions under SCDs, is clearly characterized and theoretically explained. Based on the proposed analytic method, a scheme is put forth to estimate amplitudes of system states during forced oscillation under SCDs. Finally, compared to Monte Carlo simulation, the proposed scheme has two significant advantages. First, the proposed scheme offers a fast and effective solution for engineering applications. Second, the impact mechanism of SCDs on forced oscillation in power system is clearer, by the proposed scheme.

42 ENGINEERING↗

The stochastic spectator

We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.

79 ASTRONOMY AND ASTROPHYSICS↗

Quadratic optimal cooperative control synthesis with flight control application

An optimal control-law synthesis approach is presented that involves simultaneous solution for two cooperating controllers operating in parallel. One controller's structure includes stochastic state estimation and linear feedback of the state estimates, while the other controller involves direct linear feedback of selected system output measurements. This structure is shown to be optimal under the constraint of linear feedback of system outputs in one controller. Furthermore, it is appropriate for flight control synthesis where the full-state optimal stochastic controller can be adjusted to be representative of an optimal control model of the human pilot in a stochastic regulation task. The method is experimentally verified in the case of the selection of pitch-damper gain for optimum pitch tracking, where optimum implies the best subjective pilot rating in the task. Finally, results from application of the method to synthesize a controller for a multivariable fighter aircraft are presented, and implications of the results of this method regarding the optimal plant dynamics for tracking are discussed.

Schmidt, D. K.↗

Correlated Noise Estimation with Quantum Sensor Networks

We address the metrological problem of estimating collective stochastic properties imprinted on a network of quantum sensors. Canonical examples include center-of-mass quadrature fluctuations in a system of bosonic modes and correlated dephasing in an ensemble of qubits (e.g., spins), bosons, or fermions. We develop a theoretical framework to determine the limits of correlated (weak) noise estimation with quantum sensor networks and reveal the requirements for entanglement advantage. Notably, an advantage emerges from the synergistic interplay between quantum correlations of the sensors and “classical” correlations of the noises. Here, we determine optimal entangled probe states and identify a sensing protocol—reminiscent of a many-body echo—that achieves the fundamental limits of measurement sensitivity for a broad class of problems, unveiling a route toward entanglement-enhanced metrology of correlated many-body phenomena.

Quantum metrology↗

Knowledge-based processing for aircraft flight control

This Contractor Report documents research in Intelligent Control using knowledge-based processing in a manner dual to methods found in the classic stochastic decision, estimation, and control discipline. Such knowledge-based control has also been called Declarative, and Hybid. Software architectures were sought, employing the parallelism inherent in modern object-oriented modeling and programming. The viewpoint adopted was that Intelligent Control employs a class of domain-specific software architectures having features common over a broad variety of implementations, such as management of aircraft flight, power distribution, etc. As much attention was paid to software engineering issues as to artificial intelligence and control issues. This research considered that particular processing methods from the stochastic and knowledge-based worlds are duals, that is, similar in a broad context. They provide architectural design concepts which serve as bridges between the disparate disciplines of decision, estimation, control, and artificial intelligence. This research was applied to the control of a subsonic transport aircraft in the airport terminal area.

Painter, John H.↗

Understanding the Drivers of Atlantic Multidecadal Variability using a Stochastic Model Hierarchy

The relative importance of ocean and atmospheric dynamics in generating Atlantic Multidecadal Variability (AMV) remains an open question. Comparisons between climate models with SLAB and fully-dynamic (FULL) ocean components are often used to explore this question, but cannot reveal how individual ocean processes generate these differences. We build a hierarchy of physically interpretable stochastic models to investigate the contribution of two upper-ocean processes to AMV: the role of seasonal variation and mixed-layer entrainment. This interpretability arises from the stochastic model’s simplified representation of sea surface temperature (SST), considering only the local upper ocean response to white-noise atmospheric forcing and its impact on surface heat exchange. We focus on understanding differences between SLAB and FULL non-eddy resolving pre-industrial control simulations of the Community Earth System Model 1 (CESM), and estimate the stochastic model parameters from each respective simulation. Despite its simplicity, the stochastic model reproduces temporal characteristics of SST variability in the SPG, including reemergence, seasonal-to-interannual persistence and power spectra. Furthermore, unrealistically persistent SST of the CESM-SLAB ocean simulation is reproduced in the equivalent stochastic model configuration where the mixed-layer depth (MLD) is constant. The stochastic model also reveals that vertical entrainment primarily damps SST variability, thus explaining why SLAB exhibits larger SST variance than FULL. Here, the stochastic model driven by temporally stochastic, spatially coherent forcing patterns reproduces the canonical AMV pattern. However, the amplitude of low-frequency variability remains underestimated, suggesting a role for ocean dynamics beyond entrainment.

54 ENVIRONMENTAL SCIENCES↗

Tipping point analysis of atmospheric oxygen concentration

We apply tipping point analysis to nine observational oxygen concentration records around the globe, analyse their dynamics and perform projections under possible future scenarios, leading to oxygen deficiency in the atmosphere. The analysis is based on statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the observed data using Bayesian and wavelet techniques.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A framework for modeling and optimizing dynamic systems under uncertainty

Algebraic modeling languages (AMLs) have drastically simplified the implementation of algebraic optimization problems. However, there are still many classes of optimization problems that are not easily represented in most AMLs. These classes of problems are typically reformulated before implementation, which requires significant effort and time from the modeler and obscures the original problem structure or context. In this work we demonstrate how the Pyomo AML can be used to represent complex optimization problems using high-level modeling constructs. We focus on the operation of dynamic systems under uncertainty and demonstrate the combination of Pyomo extensions for dynamic optimization and stochastic programming. We use a dynamic semibatch reactor model and a large-scale bubbling fluidized bed adsorber model as test cases.

97 MATHEMATICS AND COMPUTING↗

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↗

A Probabilistic-Numerical Approximation for an Obstacle Problem Arising in Game Theory

We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given by the solution of a quasilinear partial differential equation with obstacle.

97 MATHEMATICS AND COMPUTING↗