Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic optimization”

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 1,441 records · Page 80

Capacity Investment under Bayesian Information Updates at Reporting Periods: Model and Application

We consider capacity addition decisions by a new product manufacturer faced with uncertain technology alternatives. The manufacturing capacity addition and technology development occurs in parallel, with preliminary results from a technology project's success providing valuable information to the manufacturer in adding capacity. We solve a stochastic dynamic program with Bayesian updates to obtain the manufacturer's expected profit‐maximizing capacity investment decision. Our model and applications are motivated by the Critical Materials Institute (CMI) (funded by the Department of Energy), which manages research projects focused on mitigating critical material constraints, vital to renewable energy technologies such as direct‐drive wind turbines, electric vehicles, and energy‐efficient lighting. We capture three unique aspects of the problem: first, the learning from project progress depends on task‐based stochastic outcomes and a project's percent‐done. Second, the underlying technology's profitability is based on a model of competition. Third, we evaluate the impact of progress across a portfolio of projects based on a manufacturer's capacity addition. We develop a heuristic that produces results that are close to optimal and can thus be used for large problem sizes. The managerial insights from an application of our model to CMI projects include: (i) technology projects that report the percent‐done of a project earlier increase expected manufacturer profit; (ii) careful choice of “safe bets,” that is, technologies with low profitability but a high probability of success, can increase expected manufacturer profit; (iii) a portfolio of projects can increase profits significantly over separate project evaluation; and (iv) dynamic management of project resources can increase overall profit.

Vedantam, Aditya↗

Discovering $\mu$Hz gravitational waves and ultra-light dark matter with binary resonances

In the presence of a weak gravitational wave (GW) background, astrophysical binary systems act as high-quality resonators, with efficient transfer of energy and momentum between the orbit and a harmonic GW leading to potentially detectable orbital perturbations. In this work, we develop and apply a novel modeling and analysis framework that describes the imprints of GWs on binary systems in a fully time-resolved manner to study the sensitivity of lunar laser ranging, satellite laser ranging, and pulsar timing to both resonant and nonresonant GW backgrounds. We demonstrate that optimal data collection, modeling, and analysis lead to projected sensitivities which are orders of magnitude better than previously appreciated possible, opening up a new possibility for probing the physics-rich but notoriously challenging to access $\mu\mathrm{Hz}$ frequency GWs. We also discuss improved prospects for the detection of the stochastic fluctuations of ultra-light dark matter, which may analogously perturb the binary orbits.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

2022 FORCE Development Status Update

Integrated energy systems (IESs) are essential for decarbonizing electricity and industrial sectors and fully exploiting these systems requires sophisticated planning, scheduling, and dispatching tools to maximize their socio-economic benefits. The Framework for Optimization of Resources and Economics (FORCE) is a tool suite developed at Idaho National Laboratory and is dedicated to making robust analyses of IESs easier for analysts and researchers. The report summarizes the improvements and updates to FORCE during the most recent development cycle. Particularly, we demonstrate improvements to user accessibility, stochastic time-series analysis, and vertical integration with the software tools provided in FORCE.

97 MATHEMATICS AND COMPUTING↗

Risk Reduction of CO 2 Storage with Stochastic Simulations

The purpose of this project was to create an efficient and flexible tool based on principal component analysis (PCA) for a generation of differentiable realizations of porosity and permeability fields. Of particular interest were data which had significant connectivity between patches of the same rock type, which is called “binary”. The efficiency requirement needed a so called kernel PCA, and the binary images were found with the method called optimization based PCA (OPCA) for which interpretation is provided. The ability to honor given data at particular locations is also incorporated. The tool worked very well and efficiently for two dimensional (2-D) simulations. Furthermore, the tool was applied to a three-dimensional (3-D) dataset and determined that conditioning can be used to maintain the connectivity between vertical layers.

47 OTHER INSTRUMENTATION↗

Strategic Placement and Sizing of Distributed Generation for Resilience Enhancement of Distribution Grids With Microgrid Formation

The rise in frequency and severity of extreme weather events highlights the need for resilient power distribution networks. Microgrids can help improve the resilience of distribution grids by providing continuous power supply using local distribution generation (DG) when the distribution grid fails. In this paper, we propose an approach for optimal placement and sizing of DG to form multiple microgrids throughout the distribution network by restoration actions such as switching operations in case of distribution grid outages caused by extreme weather events. Considering the randomness of damaged distribution lines, the DG placement and sizing problem is formulated as a two-stage stochastic mixed-integer program, with the first stage determining the placement and size of DG, and the second stage focusing on minimizing the amount of load shedding through network restoration and microgrid formations for each scenario. Due to the large number of scenarios, the sample average approximation (SAA) method is employed to solve the problem. The results of case studies on a modified IEEE 33 bus distribution grid demonstrate the effectiveness of the proposed DG placement and sizing strategy in improving the resilience of distribution grids by allowing the formation of multiple microgrids. In addition, the robustness and accuracy of the SAA method are validated through various case studies.

Distributed generation planning↗

Computational Design of Gradient Paths in Additively Manufactured Functionally Graded Materials

We report additive manufacturing (AM) has enabled the creation of a near infinite set of functionally graded materials (FGMs). One limitation on the manufacturability and usefulness of these materials is the presence of undesirable phases along the gradient path. For example, such phases may increase brittleness, diminish corrosion resistance, or severely compromise the printability of the part altogether. In the current work, a design methodology is proposed to plan an FGM gradient path for any number of elements that avoids undesirable phases at a range of temperatures. Gradient paths can also be optimized for a cost function. A case study is shown to demonstrate the effectiveness of the methodology in the Fe–Ni–Cr system. Paths were successfully planned from 316 L Stainless Steel (316 L SS) to pure Cr that either minimize path length or maximize separation from undesirable phases. Examinations on the stochastic variability, parameter dependency, and computational efficiency of the method are also presented. Finally, several avenues of future research are proposed that could improve the manufacturability, utility, and performance of FGMs through gradient path design.

36 MATERIALS SCIENCE↗

Scalable molecular dynamics with NAMD on the Summit system

According to the article, NAnoscale Molecular Dynamics (NAMD) is a parallel molecular dynamics application that has been used to make breakthroughs in understanding the structure and dynamics of large biomolecular complexes, such as viruses like HIV and various types of influenza. State-of-the-art biomolecular simulations often require integration of billions of timesteps, computing all interatomic forces for each femtosecond timestep. Molecular dynamics simulation of large biomolecular systems and long-timescale biological phenomena requires tremendous computing power. NAMD harnesses the power of thousands of heterogeneous processors to meet this demand. In this paper, we present algorithmic improvements and performance optimizations that enable NAMD to achieve high performance on the IBM Newell platform (with IBM POWER9 processors and NVIDIA Volta V100 GPUs), which underpins the Oak Ridge National Laboratory's Summit and Lawrence Livermore National Laboratory's Sierra supercomputers. The Top-500 supercomputers November 2018 list shows Summit at the number one spot, with 200 petaflop/s peak performance, and Sierra second with 125 petaflop/s. Optimizations for NAMD on Summit include: data layout changes for GPU acceleration and CPU vectorization, improving GPU offload efficiency, increasing performance with Parallel Active Messaging Interface support in Charm++, improving efficiency of fast Fourier transform calculations, improving load balancing, enabling better CPU vectorization and cache performance, and providing an alternative thermostat through stochastic velocity rescaling. We also present performance scaling results on early Newell systems.

Computer Science↗

Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs

PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been sucessfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.

97 MATHEMATICS AND COMPUTING↗

Trace fluorescent labeling for protein crystallization

The presence of a covalently bound fluorescent probe at a concentration of <0.5% does not affect the outcome of macromolecule crystallization screening experiments. Additionally, the fluorescence can be used to determine new, not immediately apparent, lead crystallization conditions. Fluorescence can be a powerful tool to aid in the crystallization of proteins. In the trace-labeling approach, the protein is covalently derivatized with a high-quantum-yield visible-wavelength fluorescent probe. The final probe concentration typically labels ≤0.20% of the protein molecules, which has been shown to not affect the crystal nucleation or diffraction quality. The labeled protein is then used in a plate-screening experiment in the usual manner. As the most densely packed state of the protein is the crystalline form, then crystals show as the brightest objects in the well under fluorescent illumination. A study has been carried out on the effects of trace fluorescent labeling on the screening results obtained compared with nonlabeled protein, and it was found that considering the stochastic nature of the crystal nucleation process the presence of the probe did not affect the outcomes obtained. Other effects are realised when using fluorescence. Crystals are clearly seen even when buried in precipitate. This approach also finds ‘hidden’ leads, in the form of bright spots, with ∼30% of the leads found being optimized to crystals in a single-pass optimization trial. The use of visible fluorescence also enables the selection of colors that bypass interfering substances, and the screening materials do not have to be UV-transparent.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Directional Limits on Persistent Gravitational Waves Using LIGO S5 Science Data

The gravitational-wave (GW) sky may include nearby pointlike sources as well as astrophysical and cosmological stochastic backgrounds. Since the relative strength and angular distribution of the many possible sources of GWs are not well constrained, searches for GW signals must be performed in a model-independent way. To that end we perform two directional searches for persistent GWs using data from the LIGO S5 science run: one optimized for pointlike sources and one for arbitrary extended sources. The latter result is the first of its kind. Finding no evidence to support the detection of GWs, we present 90% confidence level (CL) upper-limit maps of GW strain power with typical values between 2 - 20 X 10 (exp -50) strain2Hz(exp -1) and 5 - 35 X 10 (exp -49) strain2Hz(exp -1)/sr for pointlike and extended sources respectively. The limits on pointlike sources constitute a factor of 30 improvement over the previous best limits. We also set 90% CL limits on the narrow-band root-mean-square GW strain from interesting targets including Sco X-1, SN1987A and the Galactic Center as low as approximately equal 7 X 10(exp -25) in the most sensitive frequency range near 160Hz. These limits are the most constraining to date and constitute a factor of 5 improvement over the previous best limits.

Abadie, J.↗

A data-driven framework for permeability prediction of natural porous rocks via microstructural characterization and pore-scale simulation

Understanding the microstructure–property relationships of porous media is of great practical significance, based on which macroscopic physical properties can be directly derived from measurable microstructural informatics. However, establishing reliable microstructure–property mappings in an explicit manner is difficult, due to the intricacy, stochasticity, and heterogeneity of porous microstructures. In this paper, a data-driven computational framework is presented to investigate the inherent microstructure–permeability linkage for natural porous rocks, where multiple techniques are integrated together, including microscopy imaging, stochastic reconstruction, microstructural characterization, pore-scale simulation, feature selection, and data-driven modeling. A large number of 3D digital rocks with a wide porosity range are acquired from microscopy imaging and stochastic reconstruction techniques. A broad variety of morphological descriptors are used to quantitatively characterize pore microstructures from different perspectives, and they compose the raw feature pool for feature selection. Here high-fidelity lattice Boltzmann simulations are conducted to resolve fluid flow passing through porous media, from which reliable permeability references are obtained. The optimal feature set that best represents permeability is identified through a performance-oriented feature selection process, upon which a cost-effective surrogate model is rapidly fitted to approximate the microstructure-permeability mapping via data-driven modeling. This surrogate model exhibits great advantages over empirical/analytical formulas in terms of prediction accuracy and generalization capacity, which can predict reliable permeability values spanning four orders of magnitude. Besides, feature selection also greatly enhances the interpretability of the data-driven prediction model, from which new insights into the mechanism of how microstructural characteristics determine intrinsic permeability are obtained.

58 GEOSCIENCES↗

Renewable electricity capacity planning with uncertainty at multiple scales

Abstract We formulate and compare optimization models of investment in renewable generation using a suite of social planning models that compute optimal generation capacity investments for a hydro-dominated electricity system where inflow uncertainty results in a risk of energy shortage. The models optimize the expected cost of capacity expansion and operation allowing for investments in hydro, geothermal, solar, wind, and thermal plant, as well as battery storage for smoothing load profiles. A novel feature is the integration of uncertain seasonal hydroelectric energy supply and short-term variability in renewable supply in a two-stage stochastic programming framework. The models are applied to data from the New Zealand electricity system and used to estimate the costs of moving to a 100% renewable electricity system by 2035. We also explore the outcomes obtained when applying different forms of CO 2 constraint that limit respectively non-renewable capacity, non-renewable generation, and CO 2 emissions on average, almost surely, or in a chance-constrained setting, and show how our models can be used to investigate the merits of a proposed pumped-hydro scheme in New Zealand’s South Island.

Ferris, Michael C.↗

Quantifying the Impacts of Grain-scale Heterogeneity on Mechanical Response

Driven by the exceedingly high computational demands of simulating mechanical response in complex engineered systems with finely resolved finite element models, there is a critical need to optimally reduce the fidelity of such simulations. The minimum required fidelity is constrained by error tolerances on the simulation results, but error bounds are often impossible to obtain a priori. One such source of error is the variability of material properties within a body due to spatially non-uniform processing conditions and inherent stochasticity in material microstructure. This study seeks to quantify the effects of microstructural heterogeneity on component- and system-scale performance to aid in the choice of an appropriate material model and spatial resolution for finite element analysis.

36 MATERIALS SCIENCE↗

Constraining the Sulfur Dioxide Degassing Flux from Turrialba Volcano, Costa Rica Using Unmanned Aerial System Measurements

Observed sulfur dioxide (SO2)mixing ratios onboard unmanned aerial systems (UAS) duringMarch 11-13, 2013 are used to constrain the three-day averaged SO2 degassing flux fromTurrialba volcanowithin a Bayesian inverse modeling framework. A mesoscale model coupled with Lagrangian stochastic particle backward trajectories is used to quantify the source-receptor relationships at very high spatial resolutions (i.e., b1 km). The model shows better performance in reproducing the near-surface meteorological properties and observed SO2 variations when using a first-order closure non-local planetary boundary layer (PBL) scheme. The optimized SO2 degassing fluxes vary from 0.59 +/- 0.37 to 0.83 +/- 0.33 kt d−1 depending on the PBL scheme used. These fluxes are in good agreement with ground-based gas flux measurements, and correspond to corrective scale factors of 8-12 to the posteruptive SO2 degassing rate in the AeroCom emission inventory. The maximum a posteriori solution for the SO2 flux is highly sensitive to the specification of prior and observational errors, and relatively insensitive to the SO2 loss term and temporal averaging of observations. Our results indicate relatively low degassing activity but sustained sulfur emissions from Turrialba volcano to the troposphere during March 2013. This study demonstrates the utility of low-cost small UAS platforms for volcanic gas composition and flux analysis.

Xi, Xin↗

3D Representative Volume Element Reconstruction of Fiber Composites via Orientation Tensor and Substructure Features

To provide a seamless integration of manufacturing processing simulation and fiber microstructure modeling, two new stochastic 3D microstructure reconstruction methods are proposed for two types of random fiber composites: random short fiber composites, and Sheet Molding Compounds (SMC) chopped fiber composites. A Random Sequential Adsorption (RSA) algorithm is first developed to embed statistical orientation information into 3D RVE reconstruction of random short fiber composites. For the SMC composites, an optimized Voronoi diagram based approach is developed for capturing the substructure features of SMC chopped fiber composites. The proposed methods are distinguished from other reconstruction works by providing a way of integrating statistical information (fiber orientation tensor) obtained from material processing simulation, as well as capturing the multiscale substructures of the SMC composites.

Li, Yi↗

Optimal Estimation of Rain-Rate Profiles from Single-Frequency Radar Echoes

The significant ambiguities inherent in the determination of a particular vertical rain intensity profile from a given time profile of radar echo powers measured by a downward-looking (spaceborne or airborne) radar at a single attenuating frequency are well documented. Indeed, one already knows that by appropriately varying the parameters of the reflectivity-rain rate (Z-R) and/or attenuation-rain rate (k- R) relationships one can produce several substantially different rain-rate profiles that would produce the same radar power profile. Imposing the additional constraint that the path-averaged rain rate be a given fixed number does reduce the ambiguities but falls far short of eliminating them. While formulas to generate all mutually ambiguous rain-rate profiles from a given profile of received radar reflectivities have already been derived, there remains to be produced a quantitative measure to assess how likely each of these profiles is, what the appropriate "average" profile should be, and what the "variance" of these multiple solutions is. To do this, one needs to spell out the stochastic constraints that can allow us to make sense of the words "average" and "variance" in a mathematically rigorous way. Such a quantitative approach would be particularly well suited for such systems as the planned precipitation radar of the Tropical Rainfall Measuring Mission (TRMM). Indeed, one would then be able to use the radar reflectivities measured by the TRMM radar to estimate the rain-rate profile that would most likely have produced the measurements, as well as the uncertainty in the estimated rain rates as a function of range. Such an optimal approach is described in this paper.

Haddad, Ziad S.↗

Optimal fine pointing control of a large space telescope using an Annular Momentum Control Device

This paper discusses the application of an Annular Momentum Control Device (AMCD) to fine pointing control of a large space telescope (LST). The AMCD represents a new development in the field of momentum storage devices. A linearized mathematical model is developed for the AMCD/LST system, including the magnetic suspension actuators. Two approaches to control system design are considered. The first approach uses a stochastic linear-quadratic Gaussian controller which utilizes feedback of all states. The second approach considers a more practical control system design in which the axial and radial loops are designed independently.

Nadkarni, A. A.↗