Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic gradient”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 145 records · Page 8

Capturing the softening in T91 steel annealed with molten LBE through interfacial gradient plasticity

In order to study the effect of annealing with molten lead–bismuth eutectic alloy (mLBE) on the mechanical properties of T91 steel, micropillar compression tests were analyzed through the consideration of mechanical interface energy terms within gradient plasticity. The stress–strain curves of the micropillars showed significant stochastic effects, characterized by a different elastic and plastic behavior response for each pillar. Among the various pillars, some exhibited a similar trilinear behavior. Scanning electron microscopy (SEM) images of these specimens demonstrated localized slip deformation and slip planes after compression, while transmission electron microscopy (TEM) images showed the presence of a severe slip zone along the random grain boundaries (RGBs), indicating that the GBs played a dominant role in the deformation/slip. By employing interfacial gradient plasticity that can explicitly account for the presence of GBs, the trilinear response was captured, allowing for the determination of the mechanical interface parameter. As anticipated the pillars which underwent severe slip at the GBs had a lower value for the mechanical interface parameter. Finally, annealing with mLBE can, therefore, in some cases result in softening in the overall stress–strain, as it lowers the mechanical interface energy of GBs.

36 MATERIALS SCIENCE↗

Optimal control of coupled quantum systems based on the first-order Magnus expansion: Application to multiple dipole-dipole-coupled molecular rotors

This paper presents a method for performing approximate optimal control simulations for quantum systems with multiple coupled degrees of freedom. In this work, the time evolution is simulated using the first-order Magnus expansion in the interaction picture, where the couplings between different degrees of freedom are treated as the perturbation. A numerical implementation procedure is presented that leverages upon pairwise couplings and the separability of the zeroth-order time evolution operator to achieve a reduced computational cost, which is analyzed with respect to the number of degrees of freedom. The formulation is compatible with gradient-free methods to optimize the control field, and a stochastic hill climbing algorithm is adopted for this purpose. As illustrations, optimal control simulations are performed for systems of two and three dipole-dipole-coupled molecular rotors under the influence of a control field. For the two-rotor system, the field is optimized to achieve either orientation or entanglement objectives. For the three-rotor system, the field is optimized either to orient all three rotors in the same direction or to orient one rotor in a particular direction while the other two rotors point in the opposite direction.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

Interaction of electromagnetic and acoustic waves in a stochastic atmosphere

This paper considers the interaction of electromagnetic and acoustic waves where a Radio Acoustic Sounding System (RASS) is operated in a stochastic environment characterized by turbulence, winds and mean-temperature gradients. It has been shown that for a RASS operating at acoustic frequencies below a few kilohertz propagating under typical atmospheric conditions, turbulence has little effect on the strength of the received radio signal scattered from the pulse at heights up to a few kilometers. This result implies that the received RF signal level (power) is primarily a function of sound intensity which decreases as x exp minus 2 where x is the altitude.

Bhatnagar, N.↗

Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations

We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve forward, inverse, and mixed stochastic problems in a unified manner based on a limited number of scattered measurements. Unlike standard GANs relying solely on data for training, here we encoded into the architecture of GANs the governing physical laws in the form of stochastic differential equations (SDEs) using automatic differentiation. In particular, we applied Wasserstein GANs with gradient penalty (WGAN-GP) for its enhanced stability compared to vanilla GANs. We first tested WGAN-GP in approximating Gaussian processes of different correlation lengths based on data realizations collected from simultaneous reads at sparsely placed sensors. We obtained good approximation of the generated stochastic processes to the target ones even if there is a mismatch between the input noise dimensionality and the effective dimensionality of the target stochastic processes. We also studied the overfitting issue for both the discriminator and the generator, and we found that overfitting occurs also in the generator in addition to the discriminator as previously reported. Subsequently, we considered the solution of elliptic SDEs requiring approximations of three stochastic processes, namely the solution, the forcing, and the diffusion coefficient. Here again, we assumed data collected from simultaneous reads at a limited number of sensors for the multiple stochastic processes. Furthermore, three generators were used for the PI-GANs: two of them were feed forward deep neural networks (DNNs), while the other one was the neural network induced by the SDE. For the case where we have one group of data, we employed one feed forward DNN as the discriminator, while for the case of multiple groups of data we employed multiple discriminators in PI-GANs. We solved forward, inverse, and mixed problems without changing the framework of PI-GANs, obtaining both the means and the standard deviations of the stochastic solution and the diffusion coefficient in good agreement with benchmarks. In this work, we have demonstrated the effectiveness of PI-GANs in solving SDEs for about 120 dimensions. In principle, PI-GANs could tackle very high dimensional problems given more sensor data with low-polynomial growth in computational cost.

97 MATHEMATICS AND COMPUTING↗

Control of Complex Dynamic Systems by Neural Networks

This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

Spall, James C.↗

The root cause of disruptive NTMs and paths to stable operation in DIII-D ITER baseline scenario plasmas

Analyses of the DIII-D ITER Baseline Scenario database support that the disruptive m,n=2,1 magnetic islands are pressure gradient driven, non-linear instabilities seeded in a sequence of stochastic transient magnetic perturbations, and that the current profile relaxation does not affect the m,n=2,1 island onset rate. At low torque, these Neoclassical Tearing Modes are most commonly seeded by non-linear 3-wave coupling when the differential rotation between the q=1 & q=2 rational surfaces approaches zero. Lack of statistically significant difference between the current profiles of stable and unstable states, as well as lack of correlation between the tearing mode onset rate and the current profile relaxation both reject causality between the current profile evolution and the 2,1 magnetic island onsets in these plasmas. These support that preserving the differential rotation between the q=1 and q=2 rational surfaces is key to long pulse stable operation in the plasma scenario planned for ITER, while optimization of the current profile within the explored parameter space may lead to much weaker improvements than sustaining the differential rotation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Comprehensive modeling of turbulent particulate flows using Eulerian and Lagrangian schemes

This paper addresses turbulent particle dispersion and modulation effects in dilute gas-particle turbulent flows using the Eulerian and Lagrangian modeling approaches. Gradient diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangian formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. For the particle size and loading considered, the turbulence transport equations must be modified to account for the modulation effects. Models are proposed for both Eulerian and Lagrangian schemes. Comparisons and predictions are made in fully developed gas-solid pipe flow and confined coaxial jets laden with particles. For the monodispersed system investigated, Eulerian approach is less expensive and gives more consistent results than the Lagrangian approach. The Lagrangian technique should be further developed to eliminate current inherent inconsistencies especially with regard to the symmetry boundary condition.

Adeniji-Fashola, A.↗

Modeling of confined turbulent fluid-particle flows using Eulerian and Lagrangian schemes

Two important aspects of fluid-particulate interaction in dilute gas-particle turbulent flows (the turbulent particle dispersion and the turbulence modulation effects) are addressed, using the Eulerian and Lagrangian modeling approaches to describe the particulate phase. Gradient-diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangina formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. Models proposed for both schemes are used to predict turbulent fully-developed gas-solid vertical pipe flow with reasonable accuracy.

Adeniji-Fashola, A.↗

Robust Trajectory Optimization Techniques Using a Sweeping Gradient Method and Linear Covariance Analysis

We present robust trajectory optimization techniques using a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov). SGM is a method for computing the gradient of trajectory analyses defined by performance indices over initial value problems with events with respect to static parameters. LinCov is an analytic technique for predicting stochastic behavior of dynamical systems. By combining SGM and LinCov, it is possible use efficient, off-the-shelf, gradient-based optimizers to solve robust optimal trajectory design problems. We describe the individual methods and some details on how they can be combined. Then we apply the combined techniques to a variety of orbital trajectory design problems to demonstrate its use, including minimum fuel transfer and mid-course correction burn scheduling.

Benjamin W L Margolis↗

Co-Optimization of Navigation System Requirements and Trajectory Design Using a Sweeping Gradient Method and Linear Covariance Analysis

We describe the application of a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov) to the co-optimization of navigation system requirement generation and robust trajectory design. SGM is a method for computing the gradient of trajectory analyses defined by performance indices over initial value problems with events with respect to static parameters. LinCov is an analytic technique for predicting stochastic behavior of dynamical systems. By combining SGM and LinCov, it is possible use efficient, off-the-shelf, gradient-based optimizers to solve a combined robust optimal trajectory and navigation system design problem. In this paper, we formulate the required models to apply the combined SGM and LinCov techniques to a Near-Rectilinear Halo Orbit rendezvous approach scenario and show results for several intermediate problems.

Benjamin W L Margolis↗

Microbial and Environmental Processes Shape the Link between Organic Matter Functional Traits and Composition

Dissolved organic matter (DOM) is a large and complex mixture of molecules that fuels biogeochemical reaction in virtually all ecosystems on Earth. However, the relative importance of deterministic and stochastic processes in structuring DOM composition remains poorly characterized. Here we develop a framework for partitioning molecular composition based on key molecular traits, including lability vs. recalcitrance and activity vs. inactivity. Within this framework, we examine the ecological processes governing the assembly of DOM fractions by deploying aquatic microcosms on mountainsides that span gradients of temperature and nutrient loading in subtropical and subarctic ecosystems. Across study regions, deterministic and stochastic processes primarily structure active and inactive fractions, respectively. However, recalcitrant molecules are more deterministically assembled than labile molecules in the inactive fraction. Deterministic processes leading to variable selection generally exhibit more variation across the energy supply gradient for inactive fractions, and their importance increases with energy supply for recalcitrant molecules in both active and inactive fractions. Together, our results indicate that active and inactive fractions of DOM assemblages are structured by contrasting ecological processes, and their recalcitrant components are sensitive to global change. In conclusion, our framework opens new avenues to understand the assembly and turnover of DOM in a changing world, which can be used to predict carbon cycling at local to global scales.

54 ENVIRONMENTAL SCIENCES↗

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (Theory Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a users manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user’s manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗